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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.6999	2.89***
α ARCH Response to squared shocks	0.0652	1.70*
β GARCH Volatility persistence	0.8496	18.73***
γ leverage Additional response to negative shocks	-0.0652	-0.94

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United Maritime Corp GJR-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other United Maritime Corp Analyses