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	param	t-stat
$ω$	0.6768	2.82
$α$	0.1932	2.74
$β$	0.3479	1.61
$γ_{1}$	-1.8785	-0.17
$γ_{2}$	4.2163	0.25
$γ_{3}$	0.6268	0.05
$γ_{4}$	-10.6928	-0.95
$γ_{5}$	20.7562	1.88
$γ_{6}$	-24.4748	-2.30
$γ_{7}$	19.2963	1.65
$γ_{8}$	-28.8480	-1.71
$γ_{9}$	53.2028	1.92

V-Lab

Groupe Berkem SA Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Groupe Berkem SA Analyses