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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.1533	13.27***
α ARCH Response to squared shocks	0.0362	15.99***
β GARCH Volatility persistence	0.8923	196.79***
γ leverage Additional response to negative shocks	0.0851	12.63***

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Simpson Manufacturing Co Inc GJR-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Simpson Manufacturing Co Inc Analyses