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	param	t-stat
$ω$	0.0248	14.27
$α$	0.0554	26.35
$β$	0.9446	565.66
$γ$	0.4115	17.78
$δ$	1.5638	24.16

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Merrill Lynch APARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Merrill Lynch Analyses