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	param	t-stat
$ω$	-0.0145	-5.57
$α$	0.0982	38.15
$β$	0.8720	319.05
$γ$	0.7107	28.50

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Russell 1000 Value Index AGARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Russell 1000 Value Index Analyses