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	param	t-stat
$ω$	0.8241	5.89
$α$	0.1335	6.08
$β$	0.7540	20.30
$γ_{1}$	0.0205	0.72
$γ_{2}$	-0.0127	-0.27
$γ_{3}$	-0.0303	-0.64
$γ_{4}$	0.1051	2.16
$γ_{5}$	-0.2062	-5.44
$γ_{6}$	0.2827	3.20

V-Lab

Sevcon Inc Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Sevcon Inc Analyses