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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.1122	17.84***
α ARCH Response to squared shocks	0.1028	8.72***
β GARCH Volatility persistence	0.7378	92.09***
γ leverage Additional response to negative shocks	0.2554	9.26***

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Blue Owl Capital Corp GJR-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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