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	param	t-stat
$ω$	0.5310	2.49
$α$	0.2147	1.62
$β$	0.1421	0.24
$γ_{1}$	-37.2616	-1.14
$γ_{2}$	45.1338	1.11

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Nomura Tax-Free USA ETF Zero Slope Spline-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

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