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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.7320	8.50***
α ARCH Response to squared shocks	0.2529	12.94***
β GARCH Volatility persistence	0.8231	38.98***
γ leverage Additional response to negative shocks	0.0155	0.72

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Vulcan Infrastructure and Power Inc EGARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Vulcan Infrastructure and Power Inc Analyses