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	param	t-stat
$ω$	0.0160	3.55
$α$	0.0004	0.19
$β$	0.9594	568.71
$γ$	0.0790	17.25

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Merrill Lynch & Co Canada Ltd GJR-GARCH Volatility Analysis

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Parameter Estimates

News Impact Curve

Volatility Forecasts

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