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	param	t-stat
$ω$	0.0284	9.15
$α$	0.0460	21.10
$β$	0.9472	395.01
$γ$	0.1280	1.68

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DEPFA Bank PLC AGARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other DEPFA Bank PLC Analyses