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	param	t-stat
$ω$	0.0129	5.70
$α$	0.1002	26.90
$β$	0.9936	1,321.33
$γ$	-0.0524	-15.05

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Freddie Mac EGARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Freddie Mac Analyses