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	param	t-stat
$ω$	1.0863	7.04
$α$	0.0730	2.22
$β$	0.7264	6.53
$γ_{1}$	-0.0342	-0.42
$γ_{2}$	0.0961	0.69

V-Lab

Liberty Ventures Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Liberty Ventures Analyses