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	param	t-stat
$ω$	-0.0135	-3.19
$α$	0.1437	36.22
$β$	0.8853	355.84
$γ$	0.2704	4.22

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Tucker Anthony Sutro AGARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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