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	param	t-stat
$ω$	1.1336	9.01
$α$	0.0846	4.04
$β$	0.7500	12.18
$γ_{1}$	-0.0275	-0.76
$γ_{2}$	-0.0184	-0.34
$γ_{3}$	0.5096	9.31

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Merrill Lynch & Co Canada Ltd Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Merrill Lynch & Co Canada Ltd Analyses