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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0297	30.19***
α ARCH Response to squared shocks	0.1808	44.47***
β GARCH Volatility persistence	0.7964	223.14***
γ leverage Additional response to negative shocks	0.3215	31.07***
δ power Transformation power	1.4244	28.78***

V-Lab

Russell 1000 Value Index Asy. Power MEM Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Russell 1000 Value Index Analyses