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	param	t-stat
$ω$	0.0272	16.65
$α$	0.0070	2.55
$β$	0.8871	369.02
$γ$	0.1664	26.49

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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