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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.3342	15.53***
α ARCH Response to squared shocks	0.0986	12.11***
β GARCH Volatility persistence	0.8492	149.06***
γ leverage Additional response to negative shocks	0.0077	0.53

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Mercury NZ Limited GJR-GARCH Volatility Analysis

Date Range:

News Impact Curve

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