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	param	t-stat
$ω$	1.2164	6.90
$α$	0.0739	5.06
$β$	0.8590	29.02
$γ_{1}$	0.1287	3.16
$γ_{2}$	-0.2466	-3.80
$γ_{3}$	0.1376	2.15
$γ_{4}$	0.0190	0.29
$γ_{5}$	-0.0724	-1.12
$γ_{6}$	0.0145	0.15

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PetSmart LLC Spline-GARCH Volatility Analysis

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Date Range:

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News Impact Curve

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