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	param	t-stat
$ω$	0.4242	1.96
$α$	0.0440	1.09
$β$	0.0000	0.00
$γ_{1}$	-12.9004	-0.58
$γ_{2}$	7.8589	0.25
$γ_{3}$	11.4474	0.86
$γ_{4}$	-10.4912	-1.45
$γ_{5}$	4.4521	0.66
$γ_{6}$	-0.0919	-0.01
$γ_{7}$	0.8193	0.10
$γ_{8}$	-6.2267	-0.64
$γ_{9}$	23.6960	1.37
$γ_{10}$	-71.2260	-2.20

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Tclarke PLC Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Tclarke PLC Analyses