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	param	t-stat
$ω$	0.0389	11.06
$α$	0.1907	46.84
$β$	0.9798	1,009.04
$γ$	-0.0739	-16.40

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Merrill Lynch EGARCH Volatility Analysis

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Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Merrill Lynch Analyses