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	param	t-stat
$ω$	0.0243	19.74
$α$	0.0000	0.00
$β$	0.8905	387.17
$γ$	0.1806	29.83

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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