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	param	t-stat
$ω$	2.3190	4.94
$α$	0.1914	6.03
$β$	0.4883	9.69
$γ$	-0.0032	-0.04

V-Lab

OneMarket Limited GJR-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other OneMarket Limited Analyses