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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0803	7.02***
α ARCH Response to squared shocks	0.2171	21.75***
β GARCH Volatility persistence	0.7381	81.89***
γ leverage Additional response to negative shocks	0.4852	10.11***

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Blue Owl Capital Corp AGARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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