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Param	Value	t-stat
ωconst	0.0777	7.62***
αARCH	0.2321	18.08***
βGARCH	0.7376	49.24***
γleverage	0.0631	2.56**
δpower	0.6129	6.92***

Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0777	7.62***
α ARCH Response to squared shocks	0.2321	18.08***
β GARCH Volatility persistence	0.7376	49.24***
γ leverage Additional response to negative shocks	0.0631	2.56**
δ power Transformation power	0.6129	6.92***

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Shimizu Corp Asy. Power MEM Volatility Analysis

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News Impact Curve

Volatility Forecast

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Other Shimizu Corp Analyses