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	param	t-stat
$ω$	0.5975	4.44
$α$	0.1652	2.71
$β$	0.4761	2.70
$γ_{1}$	6.4083	0.86
$γ_{2}$	-19.9883	-1.74
$γ_{3}$	26.6488	3.61
$γ_{4}$	-26.6198	-3.39
$γ_{5}$	23.9580	2.43
$γ_{6}$	-8.0720	-0.72
$γ_{7}$	-12.2456	-1.04
$γ_{8}$	18.2257	1.65
$γ_{9}$	-24.1963	-1.72

V-Lab

Pendal Group Ltd Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Pendal Group Ltd Analyses