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	param	t-stat
$ω$	0.0845	20.85
$α$	0.0623	17.37
$β$	0.8751	255.14
$γ$	0.0619	9.22

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The Campbell's Company GJR-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

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Other The Campbell's Company Analyses