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	param	t-stat
$ω$	1.3166	6.34
$α$	0.0969	7.20
$β$	0.8720	59.86
$γ_{1}$	0.0745	5.37

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Wilshire Small Cap 250 Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Wilshire Small Cap 250 Analyses