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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0130	7.14***
α ARCH Response to squared shocks	0.0076	8.05***
β GARCH Volatility persistence	0.9695	854.20***
γ leverage Additional response to negative shocks	0.0457	19.24***

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MBIA Inc GJR-GARCH Volatility Analysis

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Volatility Forecast

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