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{type} for {date}

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	param	t-stat
$ω$	0.5793	5.25
$α$	0.1649	3.90
$β$	0.7792	31.84
$γ_{1}$	-0.0951	-3.06
$γ_{2}$	0.1916	3.94
$γ_{3}$	-0.2265	-6.28
$γ_{4}$	0.2675	6.42
$γ_{5}$	-0.2678	-3.64

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Bear Stearns Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Bear Stearns Analyses