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	param	t-stat
$ω$	0.3925	3.32
$α$	0.0833	0.99
$β$	0.6142	1.18
$γ_{1}$	-18.1971	-5.86

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Morgan Stanley Drct Lend FND Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, February 28th, 2025:5.73% (-1.44%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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