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	param	t-stat
$ω$	0.2024	4.94
$α$	0.0367	9.20
$β$	0.9207	316.71
$γ$	0.0818	7.05

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Mercury Interactive LLC GJR-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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