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	param	t-stat
$ω$	0.1317	11.07
$α$	0.1389	19.08
$β$	0.7767	71.77
$γ$	0.4681	7.13

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Pepco Holdings LLC AGARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Pepco Holdings LLC Analyses