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	param	t-stat
$ω$	0.0181	23.44
$α$	0.0381	18.79
$β$	0.8992	546.65
$γ$	0.1075	22.71

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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