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	param	t-stat
$ω$	-0.0150	-5.72
$α$	0.0985	37.91
$β$	0.8718	317.03
$γ$	0.7111	28.31

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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