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	param	t-stat
$ω$	1.3063	7.14
$α$	0.1007	35.81
$β$	0.9862	463.01
$ν$	7.6839	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