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	param	t-stat
$ω$	0.0894	16.66
$α$	0.1250	50.97
$β$	0.8688	367.98
$γ$	0.1187	2.01

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Lake Sunapee Bank Group AGARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Lake Sunapee Bank Group Analyses