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	param	t-stat
$ω$	1.3237	7.02
$α$	0.1023	36.13
$β$	0.9864	463.77
$ν$	7.7111	6.49

V-Lab

Russell 1000 Value Index GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Wednesday, January 21st, 2026:12.63% (+2.08%)

Date Range:

Parameter Estimates

Other Russell 1000 Value Index Analyses