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	param	t-stat
$ω$	0.0167	4.79
$α$	0.1008	24.67
$β$	0.9906	876.61
$γ$	-0.0601	-14.07

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Fannie Mae EGARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Fannie Mae Analyses