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	param	t-stat
$ω$	0.0209	4.89
$α$	0.0875	21.69
$β$	0.9871	474.78
$γ$	-0.0387	-9.40

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Bank One Corp EGARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Bank One Corp Analyses