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{type} for {date}

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	param	t-stat
$ω$	1.8019	4.36
$α$	0.1132	6.11
$β$	0.7568	19.54
$γ_{1}$	0.0485	0.69
$γ_{2}$	-0.1009	-1.02
$γ_{3}$	0.0955	1.48
$γ_{4}$	-0.0336	-0.47
$γ_{5}$	-0.0501	-0.55
$γ_{6}$	0.0213	0.20
$γ_{7}$	0.1603	1.27
$γ_{8}$	-0.2722	-1.34
$γ_{9}$	0.2220	0.96
$γ_{10}$	-0.2784	-1.23

V-Lab

ANSYS Inc Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other ANSYS Inc Analyses