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	param	t-stat
$ω$	0.3024	7.10
$α$	0.0218	2.56
$β$	0.8325	48.57
$γ$	0.0758	3.37

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Liberty Ventures GJR-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Liberty Ventures Analyses