Russell 1000 Value Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, December 15th, 2025:13.14% (-0.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3358 | 6.93 | |
| 0.1021 | 36.13 | |
| 0.9866 | 463.18 | |
| 7.6798 | 6.51 |
Estimation Period:
May 12, 2000 to Dec 12, 2025
May 12, 2000 to Dec 12, 2025
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