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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0303	6.51***
α ARCH Response to squared shocks	0.0307	11.37***
β GARCH Volatility persistence	0.9591	523.79***
γ leverage Additional response to negative shocks	0.0206	3.42***

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Hallmark Financial Services Inc GJR-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

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