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Parameter	Value	t-statistic
ω const Unconditional variance weight	5.0000	12.23***
α ARCH Response to squared shocks	0.1433	10.33***
β GARCH Volatility persistence	0.6461	26.93***

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Rivian Automotive Inc GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Rivian Automotive Inc Analyses