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	param	t-stat
$ω$	0.0658	18.56
$α$	0.2013	41.48
$β$	0.9704	784.51
$γ$	-0.0397	-6.78

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Jefferies Group Inc EGARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Jefferies Group Inc Analyses