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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.9744	6.98***
α ARCH Response to squared shocks	0.1516	15.12***
β GARCH Volatility persistence	0.9422	115.89***
ν DF Student-t tail thickness	5.5211	4.87***

V-Lab

Blue Owl Capital Corp GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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