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	param	t-stat
$ω$	0.0556	9.26
$α$	0.0286	8.69
$β$	0.9233	226.92
$γ$	0.0624	5.96

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Lorillard LLC GJR-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Lorillard LLC Analyses