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{type} for {date}

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	param	t-stat
$ω$	0.3661	7.53
$α$	0.0962	4.79
$β$	0.8170	23.72
$γ_{1}$	-0.0221	-0.62
$γ_{2}$	0.0444	0.83
$γ_{3}$	-0.1294	-3.24
$γ_{4}$	0.2357	6.26
$γ_{5}$	-0.2137	-5.34
$γ_{6}$	0.0630	0.90

V-Lab

Alcatel Lucent SAS Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Alcatel Lucent SAS Analyses