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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	5.0000	5.10***
α ARCH Response to squared shocks	0.1424	4.35***
β GARCH Volatility persistence	0.8411	47.49***
γ leverage Additional response to negative shocks	-0.1424	-4.23***

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CBOE Amazon Volatility Index GJR-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

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