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	param	t-stat
$ω$	0.0891	12.65
$α$	0.0676	31.06
$β$	0.9090	330.30
$γ$	0.5739	11.06

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Commerce Bancorp LLC/NJ AGARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Commerce Bancorp LLC/NJ Analyses