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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.7070	18.42***
α ARCH Response to squared shocks	0.0957	17.39***
β GARCH Volatility persistence	0.8827	223.82***
γ leverage Additional response to negative shocks	0.0084	0.86

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Big Sky Industrial Inc GJR-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Big Sky Industrial Inc Analyses