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	param	t-stat
$ω$	0.6808	2.77
$α$	0.1956	2.94
$β$	0.3809	1.95
$γ_{1}$	-2.1046	-0.18
$γ_{2}$	4.5431	0.26
$γ_{3}$	0.4220	0.04
$γ_{4}$	-10.2927	-0.89
$γ_{5}$	19.5964	1.75
$γ_{6}$	-21.6860	-1.98
$γ_{7}$	13.4762	1.09
$γ_{8}$	-15.7836	-0.91
$γ_{9}$	20.8466	1.35

V-Lab

Groupe Berkem SA Zero Slope Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Groupe Berkem SA Analyses