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	param	t-stat
$ω$	0.1784	11.06
$α$	0.0464	6.12
$β$	0.8277	88.44
$γ$	0.2363	8.46

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Opus Bank GJR-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Opus Bank Analyses