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{type} for {date}

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	param	t-stat
$ω$	0.9995	8.18
$α$	0.0929	4.60
$β$	0.7390	17.59
$γ_{1}$	0.2564	2.68
$γ_{2}$	-0.3545	-2.10
$γ_{3}$	0.1135	0.67
$γ_{4}$	0.0912	0.65
$γ_{5}$	-0.4988	-3.49
$γ_{6}$	0.7227	4.35
$γ_{7}$	-0.3259	-1.90
$γ_{8}$	-0.1038	-0.40
$γ_{9}$	0.1989	0.53
$γ_{10}$	-0.5122	-1.19

V-Lab

Altium Ltd Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Altium Ltd Analyses