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	param	t-stat
$ω$	0.0979	8.04
$α$	0.0101	8.86
$β$	0.9783	917.71
$γ$	0.0142	6.72

V-Lab

Cray Inc GJR-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Cray Inc Analyses