Russell 1000 Value Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, October 22nd, 2025:12.67% (-0.91%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3454 | 6.78 | |
| 0.1023 | 36.08 | |
| 0.9866 | 456.36 | |
| 7.6002 | 6.54 |
Estimation Period:
May 12, 2000 to Oct 17, 2025
May 12, 2000 to Oct 17, 2025
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