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	param	t-stat
$ω$	0.0214	8.20
$α$	0.0193	8.75
$β$	0.9484	377.70
$γ$	0.0616	13.27

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Freddie Mac GJR-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Freddie Mac Analyses