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	param	t-stat
$ω$	1.2629	2.22
$α$	0.3050	3.95
$β$	0.2648	1.72
$γ_{1}$	7.8915	1.28
$γ_{2}$	-9.7921	-0.97
$γ_{3}$	-1.4300	-0.15
$γ_{4}$	9.3201	1.07
$γ_{5}$	-9.1871	-1.08
$γ_{6}$	6.3206	0.65
$γ_{7}$	-10.1524	-1.09
$γ_{8}$	14.4692	1.45
$γ_{9}$	-12.3227	-0.91

V-Lab

CDA SA Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other CDA SA Analyses