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	param	t-stat
$ω$	0.1070	17.21
$α$	0.2741	29.89
$β$	0.6545	56.81
$γ$	0.1440	11.87
$δ$	0.5286	7.57

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IHS Markit Ltd Asy. Power MEM Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other IHS Markit Ltd Analyses