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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0000	0.00
α ARCH Response to squared shocks	0.1076	9.41***
β GARCH Volatility persistence	0.8601	69.45***
γ leverage Additional response to negative shocks	0.5820	6.57***

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Russell 1000 Value Index AGARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Russell 1000 Value Index Analyses