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	param	t-stat
$ω$	1.3145	7.07
$α$	0.1015	36.01
$β$	0.9864	463.30
$ν$	7.7066	6.44

V-Lab

Russell 1000 Value Index GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Wednesday, March 18th, 2026:13.09% (-0.47%)

Date Range:

Parameter Estimates

Other Russell 1000 Value Index Analyses