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	param	t-stat
$ω$	5.0000	5.08
$α$	0.5003	6.51
$β$	0.5756	11.07
$γ$	-0.4193	-5.38

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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