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{type} for {date}

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	param	t-stat
$ω$	0.8567	2.74
$α$	0.0870	5.25
$β$	0.8605	29.42
$γ_{1}$	-0.2986	-0.59
$γ_{2}$	-0.0239	-0.03
$γ_{3}$	0.7162	1.66
$γ_{4}$	-0.7332	-1.91
$γ_{5}$	0.8173	2.20
$γ_{6}$	-1.0947	-3.05
$γ_{7}$	1.5680	3.16
$γ_{8}$	-3.6611	-3.97

V-Lab

HFF Inc Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other HFF Inc Analyses