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	param	t-stat
$ω$	3.2987	4.28
$α$	0.0464	2.36
$β$	0.5229	6.75
$γ$	0.0687	1.10

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Tclarke PLC GJR-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Tclarke PLC Analyses