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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0708	8.63***
α ARCH Response to squared shocks	0.0267	11.61***
β GARCH Volatility persistence	0.9710	565.52***
γ leverage Additional response to negative shocks	0.0006	0.14

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RF Industries Ltd GJR-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

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