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	param	t-stat
$ω$	0.0240	19.18
$α$	0.0035	1.38
$β$	0.8866	391.42
$γ$	0.1748	30.60

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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