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	param	t-stat
$ω$	0.4131	0.41
$α$	0.2500	0.25
$β$	0.8500	0.85
$γ$	0.0000	0.00

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Lehman Brothers EGARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Lehman Brothers Analyses