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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.5011	12.28***
α ARCH Response to squared shocks	0.0917	33.86***
β GARCH Volatility persistence	0.9851	686.48***
ν DF Student-t tail thickness	12.1675	3.79***

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S&P 1000 Index GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

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Other S&P 1000 Index Analyses