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	param	t-stat
$ω$	0.1138	10.60
$α$	0.0283	11.64
$β$	0.9206	317.46
$γ$	0.0790	9.01

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Countrywide Financial GJR-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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