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	param	t-stat
$ω$	0.2650	22.53
$α$	0.2238	21.69
$β$	0.7971	129.04
$γ$	-0.1172	-8.09

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ICE BofAML U.S. Bond Market 6 Month Option Volatility Estimate Index GJR-GARCH Volatility Analysis

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News Impact Curve

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