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	param	t-stat
$ω$	0.8150	7.51
$α$	0.1036	5.35
$β$	0.7912	17.63
$γ_{1}$	-0.0004	-0.02
$γ_{2}$	-0.0465	-1.45

V-Lab

NCI Inc Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other NCI Inc Analyses