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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0420	13.36***
α ARCH Response to squared shocks	0.0380	14.19***
β GARCH Volatility persistence	0.9461	602.25***
γ leverage Additional response to negative shocks	0.0200	3.72***

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REA Group Ltd GJR-GARCH Volatility Analysis

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News Impact Curve

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