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	param	t-stat
$ω$	0.0389	19.21
$α$	0.0326	11.02
$β$	0.9079	361.14
$γ$	0.0839	13.68

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Dow Jones Transportation Average GJR-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Dow Jones Transportation Average Analyses