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	param	t-stat
$ω$	0.0636	5.25
$α$	0.0000	0.00
$β$	0.9485	135.59
$γ$	0.1030	7.14

V-Lab

Talend SA GJR-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Talend SA Analyses