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	param	t-stat
$ω$	1.1102	5.02
$α$	0.0676	5.67
$β$	0.9186	58.22
$γ_{1}$	0.0198	0.49
$γ_{2}$	-0.0232	-0.37
$γ_{3}$	0.0044	0.13

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Jefferies Group Inc Zero Slope Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

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