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{type} for {date}

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	param	t-stat
$ω$	0.5839	5.84
$α$	0.1764	4.19
$β$	0.2507	2.75
$γ_{1}$	-1.0792	-2.53
$γ_{2}$	1.1188	1.85
$γ_{3}$	0.3860	0.98
$γ_{4}$	-1.2438	-3.18
$γ_{5}$	1.9012	3.99
$γ_{6}$	-1.8907	-3.39
$γ_{7}$	1.7263	3.56
$γ_{8}$	-1.8281	-3.43
$γ_{9}$	0.6411	0.89
$γ_{10}$	0.5704	0.71

V-Lab

LaBranche & Co Inc Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other LaBranche & Co Inc Analyses