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	param	t-stat
$ω$	1.4803	5.12
$α$	0.0855	41.22
$β$	0.9917	578.61
$ν$	6.8037	8.41

V-Lab

S&P 100 Index GAS-GARCH Student T Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other S&P 100 Index Analyses