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	param	t-stat
$ω$	0.0234	24.42
$α$	0.0333	17.38
$β$	0.8972	525.89
$γ$	0.1127	23.34

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S&P SmallCap 600 Index GJR-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other S&P SmallCap 600 Index Analyses