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	param	t-stat
$ω$	0.2626	22.72
$α$	0.2197	21.85
$β$	0.8005	133.54
$γ$	-0.1171	-8.27

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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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