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	param	t-stat
$ω$	0.4408	11.06
$α$	0.3363	3.54
$β$	0.7129	54.81
$γ$	-0.0985	-0.62

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NYSE Euronext GJR-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other NYSE Euronext Analyses