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	param	t-stat
$ω$	0.0137	11.33
$α$	0.0304	12.54
$β$	0.9414	534.86
$γ$	0.0566	11.92

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ACAS LLC GJR-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other ACAS LLC Analyses