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Parameter	Value	t-statistic
ω const Unconditional variance weight	5.0000	7.61***
α ARCH Response to squared shocks	0.0661	6.05***
β GARCH Volatility persistence	0.8548	59.04***
γ leverage Additional response to negative shocks	-0.0115	-0.48

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Vulcan Infrastructure and Power Inc GJR-GARCH Volatility Analysis

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Volatility Forecast

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