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	param	t-stat
$ω$	1.2709	7.37
$α$	0.0932	38.64
$β$	0.9870	518.38
$ν$	7.4656	6.73

V-Lab

S&P 500 Value Index GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Thursday, February 19th, 2026:11.74% (-0.36%)

Date Range:

Parameter Estimates

Other S&P 500 Value Index Analyses