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	param	t-stat
$ω$	0.0397	19.51
$α$	0.0330	11.23
$β$	0.9072	363.75
$γ$	0.0834	13.70

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Dow Jones Transportation Average GJR-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

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Other Dow Jones Transportation Average Analyses