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	param	t-stat
$ω$	0.1248	13.60
$α$	0.2115	12.33
$β$	0.8179	118.86
$γ$	-0.0847	-4.02

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CU Bancorp GJR-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other CU Bancorp Analyses