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	param	t-stat
$ω$	0.0549	12.60
$α$	0.0000	0.00
$β$	0.9568	563.14
$γ$	0.0587	18.22

V-Lab

Capgemini Se GJR-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Capgemini Se Analyses