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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.4946	8.45***
α ARCH Response to squared shocks	0.0781	11.87***
β GARCH Volatility persistence	0.9082	131.17***
γ leverage Additional response to negative shocks	0.0032	0.37

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ZIP Co Ltd GJR-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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