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	param	t-stat
$ω$	0.0131	4.68
$α$	0.0730	12.26
$β$	0.9947	1,042.71
$γ$	-0.0461	-12.91

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Hercules LLC EGARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Hercules LLC Analyses