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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.4032	28.27***
α ARCH Response to squared shocks	0.1644	15.35***
β GARCH Volatility persistence	0.7061	99.57***
γ leverage Additional response to negative shocks	0.0802	4.16***

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ABM Industries Inc GJR-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other ABM Industries Inc Analyses