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	param	t-stat
$ω$	0.9844	5.26
$α$	0.0869	9.11
$β$	0.9045	100.08
$γ_{1}$	-0.0002	-0.78

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Credit Suisse Group AG Zero Slope Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Credit Suisse Group AG Analyses