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{type} for {date}

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	param	t-stat
$ω$	1.2777	6.32
$α$	0.1541	4.68
$β$	0.6465	11.73
$γ_{1}$	0.3213	1.98
$γ_{2}$	-0.5384	-2.15
$γ_{3}$	0.4972	2.64
$γ_{4}$	-0.4663	-2.94
$γ_{5}$	-0.0759	-0.46
$γ_{6}$	0.6559	3.02
$γ_{7}$	-0.5047	-2.34

V-Lab

Mercury Interactive LLC Zero Slope Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Mercury Interactive LLC Analyses