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	param	t-stat
$ω$	1.4924	4.95
$α$	0.0637	6.78
$β$	0.9334	93.26
$γ_{1}$	-0.0025	-0.25
$γ_{2}$	0.0092	0.70

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ACAS LLC Zero Slope Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other ACAS LLC Analyses