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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0416	19.67***
α ARCH Response to squared shocks	0.0082	5.63***
β GARCH Volatility persistence	0.9250	539.70***
γ leverage Additional response to negative shocks	0.1112	25.93***

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RTX Corp GJR-GARCH Volatility Analysis

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Volatility Forecast

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