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	param	t-stat
$ω$	0.0235	21.48
$α$	0.0914	21.19
$β$	0.7897	246.08
$γ$	0.1939	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