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{type} for {date}

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	param	t-stat
$ω$	0.7330	4.07
$α$	0.1065	2.29
$β$	0.4926	1.83
$γ_{1}$	0.1996	0.04
$γ_{2}$	-2.9897	-0.36
$γ_{3}$	0.1240	0.02
$γ_{4}$	10.5937	1.56
$γ_{5}$	-13.8176	-2.20
$γ_{6}$	10.1918	1.81
$γ_{7}$	-10.5709	-1.85
$γ_{8}$	12.1186	1.61
$γ_{9}$	-50.9031	-3.23

V-Lab

Tucker Anthony Sutro Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Tucker Anthony Sutro Analyses