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	param	t-stat
$ω$	0.0245	19.85
$α$	0.0000	0.00
$β$	0.8906	389.59
$γ$	0.1800	30.12

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S&P Composite 1500 Index GJR-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other S&P Composite 1500 Index Analyses