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{type} for {date}

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	param	t-stat
$ω$	1.1624	4.93
$α$	0.0683	6.54
$β$	0.9124	55.51
$γ_{1}$	-0.1160	-0.94
$γ_{2}$	0.3912	1.84
$γ_{3}$	-0.4424	-2.40
$γ_{4}$	0.1148	0.76
$γ_{5}$	0.1229	0.88
$γ_{6}$	-0.0302	-0.17
$γ_{7}$	-0.2138	-1.18
$γ_{8}$	0.4182	2.64
$γ_{9}$	-1.0349	-5.66

V-Lab

USG Corp Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other USG Corp Analyses