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	param	t-stat
$ω$	0.0180	23.42
$α$	0.0382	18.89
$β$	0.8995	548.17
$γ$	0.1069	22.64

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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