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	param	t-stat
$ω$	0.0178	26.55
$α$	0.0486	18.59
$β$	0.9049	472.54
$γ$	0.0595	11.10

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Dow Jones Utilities Average GJR-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Dow Jones Utilities Average Analyses