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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.1909	5.75***
α ARCH Response to squared shocks	-0.2171	-27.78***
β GARCH Volatility persistence	0.9411	278.92***
γ leverage Additional response to negative shocks	0.0446	0.65

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Airo Group Holdings Inc EGARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

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