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{type} for {date}

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	param	t-stat
$ω$	0.7341	4.54
$α$	0.2424	5.54
$β$	0.5354	8.66
$γ_{1}$	-2.6912	-1.78
$γ_{2}$	5.6370	2.27
$γ_{3}$	-6.7303	-2.54
$γ_{4}$	7.0861	2.32
$γ_{5}$	-5.7935	-1.84
$γ_{6}$	4.2963	1.29
$γ_{7}$	-2.6829	-0.99
$γ_{8}$	1.8814	0.85
$γ_{9}$	-2.5316	-1.19
$γ_{10}$	4.1094	1.50

V-Lab

IHS Markit Ltd Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other IHS Markit Ltd Analyses