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	param	t-stat
$ω$	1.1405	5.69
$α$	0.0570	5.53
$β$	0.9380	80.04
$γ_{1}$	0.0009	0.61

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Freddie Mac Zero Slope Spline-GARCH Volatility Analysis

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Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Freddie Mac Analyses