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{type} for {date}

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	param	t-stat
$ω$	0.7435	4.57
$α$	0.2375	5.55
$β$	0.5467	8.97
$γ_{1}$	-2.5273	-1.67
$γ_{2}$	5.3663	2.15
$γ_{3}$	-6.5434	-2.44
$γ_{4}$	6.9391	2.25
$γ_{5}$	-5.6638	-1.78
$γ_{6}$	4.1394	1.23
$γ_{7}$	-2.3741	-0.87
$γ_{8}$	1.2038	0.55
$γ_{9}$	-1.1044	-0.59
$γ_{10}$	0.6667	0.47

V-Lab

IHS Markit Ltd Zero Slope Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other IHS Markit Ltd Analyses