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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0418	19.73***
α ARCH Response to squared shocks	0.0082	5.73***
β GARCH Volatility persistence	0.9249	539.28***
γ leverage Additional response to negative shocks	0.1114	26.01***

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RTX Corp GJR-GARCH Volatility Analysis

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Volatility Forecast

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