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	param	t-stat
$ω$	0.0006	12.43
$α$	0.0367	19.20
$β$	0.9581	664.87
$γ$	0.0020	0.60

V-Lab

Bloomberg Global Aggregate Bond Index Total Return Value Unhedged USD GJR-GARCH Volatility Analysis

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News Impact Curve

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