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	param	t-stat
$ω$	6.7799	4.46
$α$	0.0628	32.64
$β$	0.9951	983.33
$ν$	7.1797	5.91

V-Lab

Fannie Mae GAS-GARCH Student T Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Fannie Mae Analyses