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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0261	5.08***
α ARCH Response to squared shocks	0.0081	3.05***
β GARCH Volatility persistence	0.9726	584.13***
γ leverage Additional response to negative shocks	0.0375	9.25***

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QVC Group Inc GJR-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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