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{type} for {date}

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	param	t-stat
$ω$	0.6719	6.03
$α$	0.0961	5.84
$β$	0.7836	20.57
$γ_{1}$	0.0276	0.23
$γ_{2}$	-0.0213	-0.12
$γ_{3}$	-0.0820	-0.64
$γ_{4}$	0.2375	2.01
$γ_{5}$	-0.2823	-2.58
$γ_{6}$	0.0729	0.68
$γ_{7}$	0.0594	0.60
$γ_{8}$	0.2432	2.63
$γ_{9}$	-0.4606	-6.52

V-Lab

Centex LLC Zero Slope Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Centex LLC Analyses