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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.2601	13.09***
α ARCH Response to squared shocks	0.0922	2.35**
β GARCH Volatility persistence	0.3480	1.38

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Oxford Nanopore Technologies Zero Slope Spline-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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