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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.8230	10.15***
α ARCH Response to squared shocks	0.0690	10.54***
β GARCH Volatility persistence	0.8977	155.13***
γ leverage Additional response to negative shocks	0.0270	1.94*

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Luna Innovations Inc GJR-GARCH Volatility Analysis

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Volatility Forecast

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