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	param	t-stat
$ω$	-0.0186	-3.48
$α$	0.0514	32.19
$β$	0.9455	578.26
$γ$	1.0299	18.74

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Merrill Lynch AGARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Merrill Lynch Analyses