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	param	t-stat
$ω$	0.0442	3.06
$α$	0.0076	4.69
$β$	0.9598	831.73
$γ$	0.0554	5.91

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ANSYS Inc GJR-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other ANSYS Inc Analyses