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	param	t-stat
$ω$	0.7349	7.52
$α$	0.1175	9.52
$β$	0.8592	66.05
$γ_{1}$	-0.0115	-2.46
$γ_{2}$	0.0257	2.81

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Russell Midcap Index Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Russell Midcap Index Analyses