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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0752	8.20***
α ARCH Response to squared shocks	0.0111	8.15***
β GARCH Volatility persistence	0.9666	512.78***
γ leverage Additional response to negative shocks	0.0345	11.97***

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Onity Group Inc GJR-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Onity Group Inc Analyses