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	param	t-stat
$ω$	0.0624	7.75
$α$	0.2160	15.76
$β$	0.9108	99.75
$γ$	-0.0647	-2.98

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Pepco Holdings LLC EGARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Pepco Holdings LLC Analyses