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	param	t-stat
$ω$	0.0181	23.43
$α$	0.0384	18.84
$β$	0.8993	546.67
$γ$	0.1070	22.58

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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