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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0435	3.46***
α ARCH Response to squared shocks	0.0443	4.04***
β GARCH Volatility persistence	0.9307	149.56***
γ leverage Additional response to negative shocks	0.0500	0.85

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Hallmark Financial Services Inc Asy. MEM Volatility Analysis

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News Impact Curve

Volatility Forecast

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