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	param	t-stat
$ω$	1.7367	8.67
$α$	0.1009	9.71
$β$	0.8786	67.01
$γ_{1}$	0.0023	5.67

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Lake Sunapee Bank Group Zero Slope Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Lake Sunapee Bank Group Analyses