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	param	t-stat
$ω$	0.3274	13.20
$α$	0.4700	18.67
$β$	0.8636	87.15
$γ$	0.0633	3.89

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NYSE Euronext EGARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other NYSE Euronext Analyses