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	param	t-stat
$ω$	1.3208	7.03
$α$	0.1012	36.01
$β$	0.9865	464.87
$ν$	7.7014	6.45

V-Lab

Russell 1000 Value Index GAS-GARCH Student T Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Russell 1000 Value Index Analyses