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	param	t-stat
$ω$	0.4779	11.29
$α$	0.2094	11.70
$β$	0.6907	46.21
$γ$	0.1998	3.48

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Advanced Accelerator Applications SA GJR-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Advanced Accelerator Applications SA Analyses