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	param	t-stat
$ω$	1.5504	4.59
$α$	0.0980	97.26
$β$	0.9990	4,343.48
$ν$	4.2919	83.26

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Pacific Capital Bancorp GAS-GARCH Student T Volatility Analysis

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Date Range:

Parameter Estimates

Other Pacific Capital Bancorp Analyses