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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.2045	22.01***
α ARCH Response to squared shocks	0.1772	31.46***
β GARCH Volatility persistence	0.7975	200.27***
γ leverage Additional response to negative shocks	0.0167	2.08**

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Neogen Corp Asy. MEM Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Neogen Corp Analyses