Russell 1000 Value Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:12.56% (-0.90%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3234 | 7.02 | |
| 0.1020 | 36.03 | |
| 0.9864 | 462.45 | |
| 7.6971 | 6.48 |
Estimation Period:
May 12, 2000 to Feb 6, 2026
May 12, 2000 to Feb 6, 2026
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