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	param	t-stat
$ω$	2.1501	6.99
$α$	0.0868	51.63
$β$	0.9950	1,269.10
$ν$	10.5353	6.30

V-Lab

Russell 2000 Index GAS-GARCH Student T Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Russell 2000 Index Analyses