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	param	t-stat
$ω$	0.0709	18.50
$α$	0.0384	17.52
$β$	0.9132	501.19
$γ$	0.0737	13.18

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Credit Suisse Group AG GJR-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Credit Suisse Group AG Analyses