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Parameter	Value	t-statistic
ω const Unconditional variance weight	5.0000	2.33**
α ARCH Response to squared shocks	0.0930	2.26**
β GARCH Volatility persistence	0.8950	27.38***
γ leverage Additional response to negative shocks	0.0240	0.49

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Wang & LEE Group Inc GJR-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

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