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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.4847	5.65***
α ARCH Response to squared shocks	0.2145	4.17***
β GARCH Volatility persistence	0.8200	38.46***
γ leverage Additional response to negative shocks	-0.2145	-3.12***

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Ctac NV GJR-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

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