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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.2847	7.33***
α ARCH Response to squared shocks	0.1007	35.90***
β GARCH Volatility persistence	0.9860	465.97***
ν DF Student-t tail thickness	7.7527	6.39***

V-Lab

Russell 1000 Value Index GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Russell 1000 Value Index Analyses