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	param	t-stat
$ω$	0.0302	2.94
$α$	0.0218	1.26
$β$	0.9603	106.98
$γ$	1.0000	0.77
$δ$	1.1483	9.20

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New York REIT Liquidating LLC APARCH Volatility Analysis

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Parameter Estimates

News Impact Curve

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