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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.3992	3.25***
α ARCH Response to squared shocks	0.4347	2.19**
β GARCH Volatility persistence	0.2656	2.15**

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CID Holdco Inc Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other CID Holdco Inc Analyses