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{type} for {date}

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	param	t-stat
$ω$	0.3694	7.43
$α$	0.0943	4.82
$β$	0.8240	24.90
$γ_{1}$	-0.0212	-0.59
$γ_{2}$	0.0437	0.80
$γ_{3}$	-0.1316	-3.25
$γ_{4}$	0.2450	6.53
$γ_{5}$	-0.2421	-7.03
$γ_{6}$	0.1441	6.06

V-Lab

Alcatel Lucent SAS Zero Slope Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Alcatel Lucent SAS Analyses