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Parameter	Value	t-statistic
ω const Unconditional variance weight	5.0000	1.80*
α ARCH Response to squared shocks	0.0000	0.00
β GARCH Volatility persistence	0.4914	2.14**
γ leverage Additional response to negative shocks	0.1179	1.61

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SMG Swiss Marketplace Group AG GJR-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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