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	param	t-stat
$ω$	0.9778	7.74
$α$	0.1159	9.68
$β$	0.8628	70.07
$γ_{1}$	0.0003	0.93

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Russell 1000 Value Index Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Russell 1000 Value Index Analyses