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Parameter	Value	t-statistic
ω const Unconditional variance weight	58.4915	5.57***
α ARCH Response to squared shocks	0.0593	6.80***
β GARCH Volatility persistence	0.9178	77.93***
ν DF Student-t tail thickness	4.6744	1.61

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Vulcan Infrastructure and Power Inc GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

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