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	param	t-stat
$ω$	0.0510	16.01
$α$	0.0277	14.02
$β$	0.9292	503.36
$γ$	0.0645	13.59

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Goldman Sachs Group Inc/The GJR-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Goldman Sachs Group Inc/The Analyses