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	param	t-stat
$ω$	0.3208	12.03
$α$	0.0814	8.52
$β$	0.7338	61.24
$γ$	0.2912	6.94

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Wellesley Bank GJR-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Wellesley Bank Analyses