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	param	t-stat
$ω$	1.4872	14.41
$α$	0.0905	6.85
$β$	0.8490	32.59
$γ_{1}$	0.0013	4.96

V-Lab

Seshasayee Paper&B Zero Slope Spline-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Seshasayee Paper&B Analyses