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	param	t-stat
$ω$	0.0409	7.02
$α$	0.1066	32.05
$β$	0.8574	260.76
$γ$	0.6564	13.09

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ITC Holdings Corp AGARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other ITC Holdings Corp Analyses