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	param	t-stat
$ω$	0.0238	19.04
$α$	0.0027	1.05
$β$	0.8867	390.96
$γ$	0.1765	30.91

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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