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	param	t-stat
$ω$	0.3925	16.60
$α$	0.0832	17.25
$β$	0.8697	224.80
$γ$	0.0287	2.81

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Seshasayee Paper&B GJR-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

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Other Seshasayee Paper&B Analyses