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	param	t-stat
$ω$	0.0453	16.82
$α$	0.0911	29.29
$β$	0.8699	193.17
$γ$	-0.1316	-4.10

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BlackRock Massachusetts Tax-Exempt Trust AGARCH Volatility Analysis

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Parameter Estimates

News Impact Curve

Volatility Forecasts

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