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	param	t-stat
$ω$	0.4833	4.57
$α$	0.1550	6.36
$β$	0.7427	16.28
$γ_{1}$	-1.2757	-7.19
$γ_{2}$	1.8721	7.62
$γ_{3}$	-0.7033	-4.66
$γ_{4}$	0.0792	0.38
$γ_{5}$	-0.0284	-0.10
$γ_{6}$	0.2760	0.87

V-Lab

Malvern Bancorp Inc Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Malvern Bancorp Inc Analyses