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	param	t-stat
$ω$	2.1568	7.00
$α$	0.0866	51.73
$β$	0.9950	1,280.58
$ν$	10.5572	6.29

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