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	param	t-stat
$ω$	-0.0365	-2.49
$α$	0.0206	17.38
$β$	0.9753	819.58
$γ$	1.9302	10.78

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CNH Global NV AGARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other CNH Global NV Analyses