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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.1429	13.30***
α ARCH Response to squared shocks	0.0306	10.34***
β GARCH Volatility persistence	0.9572	409.43***
γ leverage Additional response to negative shocks	0.0022	0.45

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Tesla Inc GJR-GARCH Volatility Analysis

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Volatility Forecast

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