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	param	t-stat
$ω$	0.0494	16.90
$α$	0.0801	21.66
$β$	0.8748	268.10
$γ$	0.0838	6.93

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Wachovia Corp GJR-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Wachovia Corp Analyses