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{type} for {date}

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	param	t-stat
$ω$	1.1104	5.70
$α$	0.0912	9.80
$β$	0.8899	83.04
$γ_{1}$	-0.0136	-2.24
$γ_{2}$	0.0246	2.51
$γ_{3}$	-0.0215	-1.49

V-Lab

Eaton Vance Corp Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Eaton Vance Corp Analyses