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{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	3.9168	8.20***
α ARCH Response to squared shocks	0.2805	4.23***
β GARCH Volatility persistence	0.7908	54.24***
γ leverage Additional response to negative shocks	-0.2498	-3.20***

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ZJK Industrial Co Ltd GJR-GARCH Volatility Analysis

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News Impact Curve

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