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{type} for {date}

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	param	t-stat
$ω$	1.3494	2.19
$α$	0.5210	4.37
$β$	0.3228	4.02
$γ_{1}$	-28.2755	-1.74
$γ_{2}$	22.9401	0.95
$γ_{3}$	25.3613	1.43
$γ_{4}$	-25.3389	-1.48
$γ_{5}$	-7.7808	-0.41
$γ_{6}$	47.4743	2.16
$γ_{7}$	-119.1495	-5.19
$γ_{8}$	215.8499	6.41

V-Lab

Advanced Accelerator Applications SA Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Advanced Accelerator Applications SA Analyses