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	param	t-stat
$ω$	0.0963	22.91
$α$	0.1520	25.20
$β$	0.9620	752.70
$γ$	-0.0625	-11.77

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CNH Global NV EGARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other CNH Global NV Analyses