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	param	t-stat
$ω$	0.0238	19.06
$α$	0.0033	1.29
$β$	0.8862	388.51
$γ$	0.1764	30.67

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Russell 1000 Value Index GJR-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Russell 1000 Value Index Analyses