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	param	t-stat
$ω$	0.0232	8.29
$α$	0.0223	12.43
$β$	0.9474	608.45
$γ$	0.0606	12.54

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Merrill Lynch GJR-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Merrill Lynch Analyses