Russell 1000 Value Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, November 18th, 2025:13.56% (+1.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3392 | 6.86 | |
| 0.1022 | 36.19 | |
| 0.9866 | 461.04 | |
| 7.6450 | 6.53 |
Estimation Period:
May 12, 2000 to Nov 14, 2025
May 12, 2000 to Nov 14, 2025
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