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	param	t-stat
$ω$	0.3991	20.54
$α$	0.1441	15.67
$β$	0.8552	147.73
$γ$	-0.1002	-8.34

V-Lab

ICE BofAML U.S. Bond Market 3 Month Option Volatility Estimate Index GJR-GARCH Volatility Analysis

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News Impact Curve

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