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	param	t-stat
$ω$	-0.0010	-11.36
$α$	0.0531	22.47
$β$	0.9471	481.47
$γ$	0.0007	0.01

V-Lab

Edf AGARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Edf Analyses