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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	3.8403	4.86***
α ARCH Response to squared shocks	0.0845	31.63***
β GARCH Volatility persistence	0.9807	235.35***
ν DF Student-t tail thickness	4.1411	12.14***

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ABM Industries Inc GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other ABM Industries Inc Analyses