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Parameter	Value	t-statistic
ω const Unconditional variance weight	5.0000	5.57***
α ARCH Response to squared shocks	0.0619	7.42***
β GARCH Volatility persistence	0.8986	72.75***
γ leverage Additional response to negative shocks	-0.0619	-4.50***

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Tron Inc GJR-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Tron Inc Analyses