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{type} for {date}

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	param	t-stat
$ω$	1.2186	2.16
$α$	0.2295	4.46
$β$	0.7331	16.80
$γ_{1}$	-0.1764	-0.29
$γ_{2}$	0.8584	0.95
$γ_{3}$	-1.6055	-3.33
$γ_{4}$	1.5946	4.54
$γ_{5}$	-1.3403	-3.48
$γ_{6}$	1.7762	4.70
$γ_{7}$	-2.4206	-6.52
$γ_{8}$	1.9392	6.04

V-Lab

PHH Corp Zero Slope Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other PHH Corp Analyses