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Parameter	Value	t-statistic
ω const Unconditional variance weight	2.7239	5.32***
α ARCH Response to squared shocks	0.0044	0.15
β GARCH Volatility persistence	0.4744	4.15***
γ leverage Additional response to negative shocks	-0.0043	-0.10

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Versant Media Group Inc GJR-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

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