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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.1278	18.50***
α ARCH Response to squared shocks	0.0211	9.41***
β GARCH Volatility persistence	0.8438	152.90***
γ leverage Additional response to negative shocks	0.1260	13.51***

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Mondelez International Inc GJR-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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