Russell 1000 Value Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, October 16th, 2025:12.23% (-0.64%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3466 | 6.71 | |
| 0.1021 | 36.03 | |
| 0.9867 | 455.98 | |
| 7.5670 | 6.57 |
Estimation Period:
May 12, 2000 to Oct 10, 2025
May 12, 2000 to Oct 10, 2025
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