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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0253	20.44***
α ARCH Response to squared shocks	0.0433	19.40***
β GARCH Volatility persistence	0.9243	528.47***
γ leverage Additional response to negative shocks	0.0446	9.18***

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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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