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	param	t-stat
$ω$	0.0391	9.36
$α$	0.0132	6.50
$β$	0.9449	391.08
$γ$	0.0695	15.28

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Fannie Mae GJR-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Fannie Mae Analyses