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	param	t-stat
$ω$	1.3541	7.41
$α$	0.0394	3.84
$β$	0.9347	48.41
$γ_{1}$	0.0069	0.89

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Cavium LLC Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Cavium LLC Analyses