Russell 1000 Value Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, November 12th, 2025:11.79% (+0.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3391 | 6.84 | |
| 0.1022 | 36.16 | |
| 0.9866 | 459.55 | |
| 7.6335 | 6.52 |
Estimation Period:
May 12, 2000 to Nov 7, 2025
May 12, 2000 to Nov 7, 2025
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