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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0239	19.16***
α ARCH Response to squared shocks	0.0033	1.31
β GARCH Volatility persistence	0.8868	392.20***
γ leverage Additional response to negative shocks	0.1746	30.62***

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Russell 1000 Value Index GJR-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

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