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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	3.8525	4.84***
α ARCH Response to squared shocks	0.0844	31.63***
β GARCH Volatility persistence	0.9808	235.82***
ν DF Student-t tail thickness	4.1398	12.15***

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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