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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.1555	6.35***
α ARCH Response to squared shocks	0.0686	8.11***
β GARCH Volatility persistence	0.9478	289.77***
γ leverage Additional response to negative shocks	-0.0399	-3.78***

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Stran & Company Inc GJR-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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