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	param	t-stat
$ω$	1.3375	7.13
$α$	0.0925	38.43
$β$	0.9883	546.63
$ν$	7.5915	7.00

V-Lab

S&P Composite 1500 Index GAS-GARCH Student T Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other S&P Composite 1500 Index Analyses