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Parameter	Value	t-statistic
ω const Unconditional variance weight	15.0000	18.97***
α ARCH Response to squared shocks	0.1635	17.26***
β GARCH Volatility persistence	0.5870	55.37***
γ leverage Additional response to negative shocks	-0.6111	-1.02

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Vulcan Infrastructure and Power Inc AGARCH Volatility Analysis

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Volatility Forecast

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