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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0420	20.70***
α ARCH Response to squared shocks	0.0345	16.65***
β GARCH Volatility persistence	0.9183	457.31***
γ leverage Additional response to negative shocks	0.0602	12.69***

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Chevron Corp GJR-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

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