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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0221	17.19***
α ARCH Response to squared shocks	0.0012	0.31
β GARCH Volatility persistence	0.9054	335.69***
γ leverage Additional response to negative shocks	0.1564	25.12***

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Russell 1000 Growth Index GJR-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Russell 1000 Growth Index Analyses