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	param	t-stat
$ω$	0.0465	17.59
$α$	0.1012	29.47
$β$	0.8988	276.82
$γ$	0.3556	9.36
$δ$	0.5000	14.87

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Pzena Investment Management Inc APARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Pzena Investment Management Inc Analyses