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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.2577	18.81***
α ARCH Response to squared shocks	0.0611	8.80***
β GARCH Volatility persistence	0.7959	99.92***
γ leverage Additional response to negative shocks	0.1195	8.40***

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Primerica Inc GJR-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

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