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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0007	5.09***
α ARCH Response to squared shocks	0.0784	5.16***
β GARCH Volatility persistence	0.9265	205.25***
γ leverage Additional response to negative shocks	-0.0098	-0.38

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Sable Offshore Corp GJR-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

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