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	param	t-stat
$ω$	0.0179	23.36
$α$	0.0382	18.92
$β$	0.8999	551.42
$γ$	0.1065	22.62

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Russell 2000 Index GJR-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Russell 2000 Index Analyses