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{type} for {date}

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	param	t-stat
$ω$	3.2178	2.57
$α$	0.4425	1.63
$β$	0.3340	2.71
$γ_{1}$	-0.0632	-0.23
$γ_{2}$	0.0724	0.17
$γ_{3}$	-0.0966	-0.29
$γ_{4}$	0.3502	1.16
$γ_{5}$	-0.2409	-0.85
$γ_{6}$	0.0287	0.10
$γ_{7}$	-0.3205	-0.98
$γ_{8}$	0.4077	1.21
$γ_{9}$	-0.0983	-0.30
$γ_{10}$	-1.9620	-3.85

V-Lab

Commercial Federal Corp Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Commercial Federal Corp Analyses