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	param	t-stat
$ω$	1.1702	4.43
$α$	0.2059	3.96
$β$	0.6487	12.01
$γ_{1}$	-0.1437	-1.37
$γ_{2}$	0.2736	1.76
$γ_{3}$	-0.2021	-1.89
$γ_{4}$	0.1093	1.21
$γ_{5}$	-0.0349	-0.52
$γ_{6}$	-0.3404	-3.27

V-Lab

Dun & Bradstreet Corp/The Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Dun & Bradstreet Corp/The Analyses