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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.0151	8.85***
α ARCH Response to squared shocks	0.0666	9.71***
β GARCH Volatility persistence	0.9240	127.99***

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ExxonMobil Holdings Corp Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other ExxonMobil Holdings Corp Analyses