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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.7083	18.45***
α ARCH Response to squared shocks	0.0963	17.40***
β GARCH Volatility persistence	0.8825	223.77***
γ leverage Additional response to negative shocks	0.0078	0.80

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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