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Parameter	Value	t-statistic
ω const Unconditional variance weight	5.0000	2.10**
α ARCH Response to squared shocks	0.0000	0.00
β GARCH Volatility persistence	0.7954	72.34***
γ leverage Additional response to negative shocks	0.1284	1.98**

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CID Holdco Inc GJR-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other CID Holdco Inc Analyses