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{name} Model Equation

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Parameter	Value	t-statistic
α ARCH Response to squared shocks	0.0162	11.41***
β GARCH Volatility persistence	0.9496	687.61***
γ leverage Additional response to negative shocks	0.0488	19.99***
λ₁ tau intercept Baseline long-term coefficient	5.8565	101.34***

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Howmet Aerospace Inc MF2-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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