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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0260	20.30***
α ARCH Response to squared shocks	0.0412	19.85***
β GARCH Volatility persistence	0.9364	563.42***
γ leverage Additional response to negative shocks	0.0246	6.13***

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AT&T Inc GJR-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

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