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	param	t-stat
$ω$	0.8868	10.07
$α$	0.0236	6.36
$β$	0.7663	43.62
$γ$	0.1476	7.60

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Edelman Financial Engines LLC GJR-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Edelman Financial Engines LLC Analyses