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{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0895	8.59***
α ARCH Response to squared shocks	0.0406	2.49**
β GARCH Volatility persistence	0.8857	49.37***
γ leverage Additional response to negative shocks	0.1475	1.56

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Semilux International Ltd -Redh GJR-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

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