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	param	t-stat
$ω$	0.0269	5.18
$α$	0.1669	28.89
$β$	0.9751	399.95
$γ$	-0.0711	-9.63

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ITC Holdings Corp EGARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other ITC Holdings Corp Analyses