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{type} for {date}

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	param	t-stat
$ω$	0.4471	3.01
$α$	0.0435	1.14
$β$	0.2308	0.41
$γ_{1}$	-12.0609	-1.17
$γ_{2}$	13.0306	0.84
$γ_{3}$	-0.1594	-0.02
$γ_{4}$	-3.0152	-0.58
$γ_{5}$	4.6459	1.17
$γ_{6}$	-5.8127	-1.19
$γ_{7}$	9.6251	1.40
$γ_{8}$	-9.6643	-1.40

V-Lab

Tclarke PLC Zero Slope Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Tclarke PLC Analyses