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	param	t-stat
$ω$	1.0301	5.57
$α$	0.1387	9.65
$β$	0.8408	60.27
$γ_{1}$	-0.0345	-4.67
$γ_{2}$	0.0594	5.08
$γ_{3}$	-0.0662	-5.11

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Delta Natural Gas Co Inc Spline-GARCH Volatility Analysis

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News Impact Curve

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