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	param	t-stat
$ω$	0.0229	21.01
$α$	0.0119	5.87
$β$	0.8956	445.14
$γ$	0.1389	25.72

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Dow Jones Composite Average GJR-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Dow Jones Composite Average Analyses