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{type} for {date}

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	param	t-stat
$ω$	1.0307	3.03
$α$	0.0765	6.32
$β$	0.9143	54.20
$γ_{1}$	-0.2816	-1.89
$γ_{2}$	0.4275	1.93
$γ_{3}$	-0.2491	-1.86
$γ_{4}$	0.1644	2.02

V-Lab

HFF Inc Zero Slope Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other HFF Inc Analyses