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	param	t-stat
$ω$	0.0235	21.55
$α$	0.0913	21.19
$β$	0.7899	246.45
$γ$	0.1936	24.77

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Russell 1000 Value Index Asy. MEM Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Russell 1000 Value Index Analyses