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	param	t-stat
$ω$	0.8456	5.26
$α$	0.0554	6.30
$β$	0.9384	96.47
$γ_{1}$	-0.0010	-0.84

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Fannie Mae Zero Slope Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Fannie Mae Analyses