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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.1501	13.45***
α ARCH Response to squared shocks	0.0724	13.22***
β GARCH Volatility persistence	0.8760	195.70***
γ leverage Additional response to negative shocks	0.0720	4.45***

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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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