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	param	t-stat
$ω$	0.0395	19.43
$α$	0.0329	11.14
$β$	0.9075	359.54
$γ$	0.0833	13.70

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Dow Jones Transportation Average GJR-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

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Other Dow Jones Transportation Average Analyses