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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.0050	7.50***
α ARCH Response to squared shocks	0.3487	10.03***
β GARCH Volatility persistence	0.5570	24.64***
γ leverage Additional response to negative shocks	0.1888	2.92***

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CID Holdco Inc Asy. MEM Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other CID Holdco Inc Analyses