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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.9015	12.73***
α ARCH Response to squared shocks	0.2845	21.10***
β GARCH Volatility persistence	0.7070	102.52***
γ leverage Additional response to negative shocks	0.0170	0.80

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Vulcan Infrastructure and Power Inc Asy. MEM Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Vulcan Infrastructure and Power Inc Analyses