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	param	t-stat
$ω$	-0.0032	-0.97
$α$	0.0590	16.04
$β$	0.9365	222.44
$γ$	0.8332	21.83

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Hercules LLC AGARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Hercules LLC Analyses