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	param	t-stat
$ω$	0.0088	2.14
$α$	0.0671	46.10
$β$	0.9141	518.50
$γ$	1.0327	30.98

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Bank of New York Mellon Corp/The AGARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Bank of New York Mellon Corp/The Analyses