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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0177	6.10***
α ARCH Response to squared shocks	0.0575	6.78***
β GARCH Volatility persistence	0.9325	238.98***
γ leverage Additional response to negative shocks	-0.0290	-2.40**

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Gold Troy Ounce GJR-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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