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	param	t-stat
$ω$	0.8137	9.01
$α$	0.0946	4.48
$β$	0.7663	14.51
$γ_{1}$	0.0353	2.04
$γ_{2}$	-0.1156	-3.20

V-Lab

Greenpoint Financial Corp Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Greenpoint Financial Corp Analyses