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{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.0414	7.19***
α ARCH Response to squared shocks	0.1158	9.62***
β GARCH Volatility persistence	0.8618	69.60***

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Russell 1000 Value Index Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Russell 1000 Value Index Analyses