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	param	t-stat
$ω$	1.3886	8.68
$α$	0.1028	31.49
$β$	0.9850	510.38
$ν$	9.4405	4.64

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