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	param	t-stat
$ω$	1.2552	2.20
$α$	0.3064	3.91
$β$	0.2627	1.70
$γ_{1}$	7.7631	1.25
$γ_{2}$	-9.6261	-0.95
$γ_{3}$	-1.4486	-0.15
$γ_{4}$	9.2500	1.06
$γ_{5}$	-9.0629	-1.07
$γ_{6}$	6.1188	0.63
$γ_{7}$	-9.7379	-1.11
$γ_{8}$	13.4332	1.75
$γ_{9}$	-9.2510	-1.64

V-Lab

CDA SA Zero Slope Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other CDA SA Analyses