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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.9080	8.07***
α ARCH Response to squared shocks	0.2174	1.86*
β GARCH Volatility persistence	0.5207	2.96***

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Atmus Filtration Technls Inc Zero Slope Spline-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

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