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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.1423	13.44***
α ARCH Response to squared shocks	0.0717	13.24***
β GARCH Volatility persistence	0.8771	201.44***
γ leverage Additional response to negative shocks	0.0728	4.55***

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MVB Financial Corp. GJR-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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