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{type} for {date}

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	param	t-stat
$ω$	0.9366	4.25
$α$	0.0728	5.82
$β$	0.9068	55.84
$γ_{1}$	-0.0320	-0.19
$γ_{2}$	0.1009	0.39
$γ_{3}$	-0.3156	-1.38
$γ_{4}$	0.7673	3.23
$γ_{5}$	-0.9383	-4.27
$γ_{6}$	0.4360	2.16
$γ_{7}$	0.1093	0.48
$γ_{8}$	-0.5685	-2.29

V-Lab

ACAS LLC Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other ACAS LLC Analyses