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	param	t-stat
$ω$	0.7067	4.36
$α$	0.1519	4.84
$β$	0.6977	9.06
$γ_{1}$	-0.0879	-1.20
$γ_{2}$	0.2710	2.07

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Tetraphase Pharmaceuticals Inc Spline-GARCH Volatility Analysis

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Parameter Estimates

News Impact Curve

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