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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.3181	7.24***
α ARCH Response to squared shocks	0.0923	38.30***
β GARCH Volatility persistence	0.9881	541.10***
ν DF Student-t tail thickness	7.6053	6.93***

V-Lab

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

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other S&P Composite 1500 Index Analyses