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{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0147	19.84***
α ARCH Response to squared shocks	0.0974	46.77***
β GARCH Volatility persistence	0.8968	460.12***

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Russell 2000 Index GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Russell 2000 Index Analyses