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	param	t-stat
$ω$	0.0178	9.48
$α$	0.1385	35.15
$β$	0.9951	1,577.02
$γ$	-0.0547	-13.03

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ACAS LLC EGARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other ACAS LLC Analyses