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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.3307	6.98***
α ARCH Response to squared shocks	0.0920	37.87***
β GARCH Volatility persistence	0.9881	528.99***
ν DF Student-t tail thickness	7.4636	7.00***

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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