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	param	t-stat
$ω$	0.0684	5.77
$α$	0.0801	10.94
$β$	0.9199	136.99
$γ$	1.0000	8.92
$δ$	1.0245	5.62

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RiskMetrics Group LLC APARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

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