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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.4565	4.67***
α ARCH Response to squared shocks	0.0000	0.00
β GARCH Volatility persistence	0.9331	108.94***
γ leverage Additional response to negative shocks	0.0590	3.40***

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Smith Douglas Homes Corp GJR-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Smith Douglas Homes Corp Analyses