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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0251	20.35***
α ARCH Response to squared shocks	0.0431	19.45***
β GARCH Volatility persistence	0.9246	530.79***
γ leverage Additional response to negative shocks	0.0446	9.22***

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ExxonMobil Holdings Corp GJR-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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