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	param	t-stat
$ω$	5.6874	5.64
$α$	0.0763	35.14
$β$	0.9892	517.37
$ν$	6.2101	7.48

V-Lab

Credit Suisse Group AG GAS-GARCH Student T Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Credit Suisse Group AG Analyses