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	param	t-stat
$ω$	0.0294	29.77
$α$	0.1802	43.67
$β$	0.7971	220.92
$γ$	0.3226	30.59
$δ$	1.4268	28.79

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Russell 1000 Value Index Asy. Power MEM Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Russell 1000 Value Index Analyses