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	param	t-stat
$ω$	0.0297	13.10
$α$	0.1589	43.72
$β$	0.9850	1,171.20
$γ$	-0.0607	-17.05

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Credit Suisse Group AG EGARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Credit Suisse Group AG Analyses