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	param	t-stat
$ω$	-0.0147	-5.63
$α$	0.0989	37.83
$β$	0.8713	315.48
$γ$	0.7084	28.21

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Russell 1000 Value Index AGARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

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Other Russell 1000 Value Index Analyses