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	param	t-stat
$ω$	0.1361	7.61
$α$	0.0902	17.68
$β$	0.9041	189.33
$γ$	0.7867	5.41

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FNCB Bancorp, Inc. AGARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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