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	param	t-stat
$ω$	1.1724	7.12
$α$	0.0532	6.35
$β$	0.9355	85.32
$γ_{1}$	0.0013	1.29

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Countrywide Financial Zero Slope Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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