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Parameter	Value	t-statistic
ω const Unconditional variance weight	5.0000	6.24***
α ARCH Response to squared shocks	0.1484	4.39***
β GARCH Volatility persistence	0.8100	43.70***
γ leverage Additional response to negative shocks	-0.1168	-2.82***

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Airo Group Holdings Inc Asy. MEM Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Airo Group Holdings Inc Analyses