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	param	t-stat
$ω$	0.1584	14.70
$α$	0.1822	21.78
$β$	0.7793	137.40
$γ$	0.0108	0.77

V-Lab

Fannie Mae Asy. MEM Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Fannie Mae Analyses