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	param	t-stat
$ω$	0.0117	1.42
$α$	0.0032	1.38
$β$	0.9779	222.40
$γ$	0.0379	3.13

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Lehman Brothers GJR-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Lehman Brothers Analyses