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	param	t-stat
$ω$	0.1601	9.97
$α$	0.0939	7.51
$β$	0.7831	75.59
$γ$	0.0735	2.89

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Pepco Holdings LLC GJR-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Pepco Holdings LLC Analyses