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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0815	10.33***
α ARCH Response to squared shocks	0.0174	6.06***
β GARCH Volatility persistence	0.9614	416.92***
γ leverage Additional response to negative shocks	0.0293	5.25***

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CarMax Inc GJR-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other CarMax Inc Analyses