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	param	t-stat
$ω$	1.5922	5.97
$α$	0.1042	4.05
$β$	0.7995	15.43
$γ_{1}$	0.2000	4.48
$γ_{2}$	-0.3461	-3.43

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CDK Global II LLC Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other CDK Global II LLC Analyses