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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0524	14.13***
α ARCH Response to squared shocks	0.0349	17.89***
β GARCH Volatility persistence	0.9279	528.40***
γ leverage Additional response to negative shocks	0.0536	11.38***

V-Lab

Microsoft Corp GJR-GARCH Volatility Analysis

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Volatility Forecast

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