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	param	t-stat
$ω$	1.0451	7.16
$α$	0.1159	9.60
$β$	0.8618	69.55
$γ_{1}$	0.0017	1.32

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Russell 1000 Value Index Spline-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Russell 1000 Value Index Analyses