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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.1192	5.71***
α ARCH Response to squared shocks	0.0152	9.51***
β GARCH Volatility persistence	0.9699	824.05***
γ leverage Additional response to negative shocks	0.0262	5.66***

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Cyanotech Corp GJR-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Cyanotech Corp Analyses