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	param	t-stat
$ω$	1.3856	8.77
$α$	0.1014	31.37
$β$	0.9850	514.07
$ν$	9.4139	4.63

V-Lab

Russell Midcap Index GAS-GARCH Student T Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Russell Midcap Index Analyses