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	param	t-stat
$ω$	0.0771	26.21
$α$	0.2867	43.55
$β$	0.9550	516.52
$γ$	-0.0189	-1.85

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Cambridge Bancorp EGARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Cambridge Bancorp Analyses