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	param	t-stat
$ω$	0.0180	23.38
$α$	0.0384	18.96
$β$	0.8997	549.95
$γ$	0.1066	22.59

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Russell 2000 Index GJR-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Russell 2000 Index Analyses