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	param	t-stat
$ω$	0.1621	13.21
$α$	0.0697	11.83
$β$	0.8460	189.86
$γ$	0.1394	4.50

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Bear Stearns GJR-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Bear Stearns Analyses