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	param	t-stat
$ω$	0.0234	21.43
$α$	0.0911	21.07
$β$	0.7899	245.99
$γ$	0.1942	24.78

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Russell 1000 Value Index Asy. MEM Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Russell 1000 Value Index Analyses