Russell 1000 Value Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, November 24th, 2025:15.18% (+2.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3441 | 6.87 | |
| 0.1023 | 36.15 | |
| 0.9866 | 461.91 | |
| 7.6565 | 6.53 |
Estimation Period:
May 12, 2000 to Nov 21, 2025
May 12, 2000 to Nov 21, 2025
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