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	param	t-stat
$ω$	0.7831	4.86
$α$	0.1428	2.45
$β$	0.7929	13.52
$γ_{1}$	-0.0416	-1.56

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Procentury Corp Zero Slope Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Procentury Corp Analyses