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{type} for {date}

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	param	t-stat
$ω$	0.8554	6.50
$α$	0.0784	7.64
$β$	0.8873	58.70
$γ_{1}$	-0.0684	-2.07
$γ_{2}$	0.1487	2.98
$γ_{3}$	-0.1907	-5.47
$γ_{4}$	0.2085	6.50
$γ_{5}$	-0.1336	-5.43

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Bear Stearns Zero Slope Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Bear Stearns Analyses