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	param	t-stat
$ω$	0.9777	10.83
$α$	0.0694	5.65
$β$	0.8433	28.49
$γ_{1}$	0.0347	2.21
$γ_{2}$	-0.0142	-0.58
$γ_{3}$	-0.1296	-7.05
$γ_{4}$	0.4029	16.84

V-Lab

Merrill Lynch Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Merrill Lynch Analyses