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	param	t-stat
$ω$	0.0271	16.65
$α$	0.0079	2.79
$β$	0.8862	363.19
$γ$	0.1667	26.10

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Russell Midcap Index GJR-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Russell Midcap Index Analyses