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	param	t-stat
$ω$	4.9537	49,536,860.00
$α$	0.9200	0.00
$β$	-0.6318	-0.00
$γ$	-1.0765	-0.00

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Bear Stearns EGARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Bear Stearns Analyses