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	param	t-stat
$ω$	1.4810	6.76
$α$	0.1215	2.28
$β$	0.3342	2.16
$γ_{1}$	0.0743	0.80
$γ_{2}$	-0.1949	-1.09

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Jive Software Inc Spline-GARCH Volatility Analysis

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Parameter Estimates

News Impact Curve

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