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{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.9747	7.81***
α ARCH Response to squared shocks	0.1154	9.70***
β GARCH Volatility persistence	0.8631	70.27***

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Russell 1000 Value Index Zero Slope Spline-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Russell 1000 Value Index Analyses