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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.4446	3.30***
α ARCH Response to squared shocks	0.3866	1.97**
β GARCH Volatility persistence	0.3088	2.61***

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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