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	param	t-stat
$ω$	0.0265	23.95
$α$	0.0207	11.16
$β$	0.8909	480.02
$γ$	0.1383	27.72

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S&P MidCap 400 Index GJR-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other S&P MidCap 400 Index Analyses