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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.6485	19.12***
α ARCH Response to squared shocks	0.2486	5.44***
β GARCH Volatility persistence	0.5634	34.94***
γ leverage Additional response to negative shocks	-0.0279	-0.42

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Epsilon Energy Ltd. GJR-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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