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{type} for {date}

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	param	t-stat
$ω$	0.5864	5.88
$α$	0.1758	4.20
$β$	0.2494	2.73
$γ_{1}$	-1.0674	-2.51
$γ_{2}$	1.1084	1.84
$γ_{3}$	0.3730	0.94
$γ_{4}$	-1.2123	-3.09
$γ_{5}$	1.8568	3.89
$γ_{6}$	-1.8372	-3.28
$γ_{7}$	1.6601	3.39
$γ_{8}$	-1.7302	-3.20
$γ_{9}$	0.4624	0.64
$γ_{10}$	0.9834	1.82

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LaBranche & Co Inc Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other LaBranche & Co Inc Analyses