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	param	t-stat
$ω$	0.6296	4.78
$α$	0.2268	1.78
$β$	0.1083	0.19
$γ_{1}$	-15.6389	-1.42

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Nomura Tax-Free USA ETF Spline-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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