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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.1196	17.05***
α ARCH Response to squared shocks	0.0396	11.80***
β GARCH Volatility persistence	0.9201	291.73***
γ leverage Additional response to negative shocks	0.0452	4.81***

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Leonardo SpA GJR-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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