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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.8493	11.24***
α ARCH Response to squared shocks	0.1587	7.60***
β GARCH Volatility persistence	0.7119	20.82***

γ₁	0.0059	4.75***
γ₂	-0.0090	-5.67***

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ParkerVision Inc Zero Slope Spline-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

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