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	param	t-stat
$ω$	0.0575	7.54
$α$	0.0227	11.03
$β$	0.9514	422.09
$γ$	0.0419	6.35

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Westcorp GJR-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Westcorp Analyses