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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.7188	4.90***
α ARCH Response to squared shocks	0.1828	5.35***
β GARCH Volatility persistence	0.8258	30.17***
γ leverage Additional response to negative shocks	-0.1784	-5.18***

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CID Holdco Inc EGARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other CID Holdco Inc Analyses