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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.1045	17.08***
α ARCH Response to squared shocks	0.0981	8.40***
β GARCH Volatility persistence	0.7493	96.38***
γ leverage Additional response to negative shocks	0.2499	9.29***

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Blue Owl Capital Corp GJR-GARCH Volatility Analysis

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