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	param	t-stat
$ω$	0.3594	19.03
$α$	0.0417	11.84
$β$	0.9042	331.08
$γ$	0.0645	8.64

V-Lab

Viridien GJR-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Viridien Analyses