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	param	t-stat
$ω$	0.0246	5.21
$α$	0.0182	7.36
$β$	0.9662	278.92
$γ$	0.3442	14.04
$δ$	2.8014	21.79

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Lehman Brothers APARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Lehman Brothers Analyses