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	param	t-stat
$ω$	0.1173	8.38
$α$	0.1355	22.63
$β$	0.8565	102.83
$γ$	0.3026	15.19
$δ$	1.6786	18.80

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Bear Stearns APARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Bear Stearns Analyses