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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.8189	10.23***
α ARCH Response to squared shocks	0.0702	10.73***
β GARCH Volatility persistence	0.8967	154.54***
γ leverage Additional response to negative shocks	0.0277	1.96**

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Luna Innovations Inc GJR-GARCH Volatility Analysis

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Volatility Forecast

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