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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0604	15.31***
α ARCH Response to squared shocks	0.0402	18.39***
β GARCH Volatility persistence	0.9198	508.45***
γ leverage Additional response to negative shocks	0.0546	10.88***

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Microsoft Corp GJR-GARCH Volatility Analysis

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Volatility Forecast

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