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	param	t-stat
$ω$	0.6651	3.36
$α$	0.0969	2.32
$β$	0.7421	6.86
$γ_{1}$	5.6710	2.78
$γ_{2}$	-8.6184	-2.57
$γ_{3}$	4.3101	1.57
$γ_{4}$	-1.2735	-0.44
$γ_{5}$	-1.5269	-0.43
$γ_{6}$	2.9007	0.89
$γ_{7}$	-2.2090	-1.18

V-Lab

Valbiotis SA Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Valbiotis SA Analyses