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	param	t-stat
$ω$	0.0441	11.50
$α$	0.0632	11.19
$β$	0.9041	250.92
$γ$	0.0655	6.35

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Santander BanCorp GJR-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Santander BanCorp Analyses