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{type} for {date}

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	param	t-stat
$ω$	0.8521	2.75
$α$	0.3843	3.87
$β$	0.1723	1.33
$γ_{1}$	-33.8496	-1.98
$γ_{2}$	28.6236	1.08
$γ_{3}$	12.9358	0.58
$γ_{4}$	10.9345	0.44
$γ_{5}$	-47.8556	-1.78
$γ_{6}$	48.1691	1.66
$γ_{7}$	-12.3055	-0.39
$γ_{8}$	-49.7286	-1.49
$γ_{9}$	71.2720	2.51

V-Lab

Advanced Accelerator Applications SA Zero Slope Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Advanced Accelerator Applications SA Analyses