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Parameter	Value	t-statistic
ω const Unconditional variance weight	5.0000	1.30
α ARCH Response to squared shocks	0.0000	0.00
β GARCH Volatility persistence	0.8533	8.85***
γ leverage Additional response to negative shocks	0.0364	0.42

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Cardinal Infrastructure Group Inc GJR-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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