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Parameter	Value	t-statistic
ω const Unconditional variance weight	5.0000	7.43***
α ARCH Response to squared shocks	0.0000	0.00
β GARCH Volatility persistence	0.4494	14.35***
γ leverage Additional response to negative shocks	0.5375	2.74***

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Wealthfront Corp GJR-GARCH Volatility Analysis

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Volatility Forecast

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