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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.7074	18.43***
α ARCH Response to squared shocks	0.1003	29.78***
β GARCH Volatility persistence	0.8821	222.09***

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Big Sky Industrial Inc GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Big Sky Industrial Inc Analyses