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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0310	14.66***
α ARCH Response to squared shocks	0.0709	40.41***
β GARCH Volatility persistence	0.9074	466.28***
γ leverage Additional response to negative shocks	0.5756	25.02***

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Chevron Corp AGARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

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