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	param	t-stat
$ω$	1.0000	5.84
$α$	0.1322	10.35
$β$	0.6199	22.17
$γ$	0.0247	0.44
$δ$	0.9822	9.31

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Clark Inc APARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Clark Inc Analyses