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	param	t-stat
$ω$	0.1601	17.17
$α$	0.0295	13.47
$β$	0.9201	397.12
$γ$	0.0684	13.10

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Cia Brasileira de Distribuicao GJR-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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