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	param	t-stat
$ω$	-0.0326	-5.18
$α$	0.0360	5.17
$β$	0.9709	186.14
$γ$	0.9940	6.05

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Lehman Brothers AGARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Lehman Brothers Analyses