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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.4217	1.35
α ARCH Response to squared shocks	0.0000	0.00
β GARCH Volatility persistence	0.9616	89.30***
γ leverage Additional response to negative shocks	0.0571	2.85***

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Skyline Builders Group HLD Ltd Asy. MEM Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Skyline Builders Group HLD Ltd Analyses