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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.1258	18.49***
α ARCH Response to squared shocks	0.0229	10.05***
β GARCH Volatility persistence	0.8453	154.54***
γ leverage Additional response to negative shocks	0.1222	13.17***

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Mondelez International Inc GJR-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

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