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Parameter	Value	t-statistic
ω const Unconditional variance weight	5.0000	12.53***
α ARCH Response to squared shocks	0.1418	7.36***
β GARCH Volatility persistence	0.6440	26.99***
γ leverage Additional response to negative shocks	0.0058	0.20

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Rivian Automotive Inc GJR-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

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Other Rivian Automotive Inc Analyses