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	param	t-stat
$ω$	0.0843	9.16
$α$	0.0660	28.83
$β$	0.9105	296.68
$γ$	0.3934	7.38

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Bank One Corp AGARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Bank One Corp Analyses