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	param	t-stat
$ω$	0.0356	3.98
$α$	0.1165	16.71
$β$	0.9862	401.04
$γ$	-0.0860	-13.07

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PHH Corp EGARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other PHH Corp Analyses