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	param	t-stat
$ω$	1.3153	7.06
$α$	0.1011	36.00
$β$	0.9864	464.62
$ν$	7.7012	6.44

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