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	param	t-stat
$ω$	0.4589	2.93
$α$	0.2015	2.76
$β$	0.7098	9.18
$γ_{1}$	-0.3104	-2.50
$γ_{2}$	0.3829	2.48

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Opus Bank Zero Slope Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Opus Bank Analyses