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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0091	1.42
α ARCH Response to squared shocks	0.0593	34.70***
β GARCH Volatility persistence	0.9482	581.00***
γ leverage Additional response to negative shocks	0.5409	5.99***

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Hallmark Financial Services Inc AGARCH Volatility Analysis

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Volatility Forecast

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