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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0007	5.07***
α ARCH Response to squared shocks	0.0774	5.02***
β GARCH Volatility persistence	0.9260	197.78***
γ leverage Additional response to negative shocks	-0.0068	-0.25

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Sable Offshore Corp GJR-GARCH Volatility Analysis

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Volatility Forecast

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