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	param	t-stat
$ω$	1.1083	3.02
$α$	0.1865	2.75
$β$	0.4570	4.53
$γ_{1}$	14.1523	2.32
$γ_{2}$	-17.6383	-1.95
$γ_{3}$	1.6229	0.29
$γ_{4}$	-0.5353	-0.12
$γ_{5}$	6.6486	1.52
$γ_{6}$	-7.5300	-1.15
$γ_{7}$	10.0504	0.82
$γ_{8}$	-23.0924	-1.24
$γ_{9}$	28.8619	1.48

V-Lab

Salcef Spa Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, November 25th, 2024:3.27% (-0.01%)

Date Range:

Parameter Estimates

News Impact Curve

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