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	param	t-stat
$ω$	1.7356	8.31
$α$	0.0839	40.83
$β$	0.9916	878.34
$ν$	10.4849	5.28

V-Lab

S&P SmallCap 600 Index GAS-GARCH Student T Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other S&P SmallCap 600 Index Analyses