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	param	t-stat
$ω$	0.0179	26.64
$α$	0.0490	18.63
$β$	0.9045	470.35
$γ$	0.0595	11.05

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Dow Jones Utilities Average GJR-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Dow Jones Utilities Average Analyses