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	param	t-stat
$ω$	0.6490	14.71
$α$	0.1204	5.09
$β$	0.5102	21.83
$γ$	0.7389	5.42

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Danvers Bancorp Inc GJR-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Danvers Bancorp Inc Analyses