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	param	t-stat
$ω$	0.3986	15.10
$α$	0.0846	10.38
$β$	0.8344	134.45
$γ$	0.1275	8.16

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Pzena Investment Management Inc GJR-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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