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	param	t-stat
$ω$	2.4904	24.40
$α$	0.1837	24.04
$β$	0.8106	172.00
$γ$	-0.1697	-20.49

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SMI Volatility Index GJR-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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