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	param	t-stat
$ω$	0.0028	0.89
$α$	0.1487	30.74
$β$	0.9745	675.80
$γ$	-0.1395	-36.56

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Russell 1000 Value Index EGARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Russell 1000 Value Index Analyses