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	param	t-stat
$ω$	0.6676	7.41
$α$	0.0797	8.07
$β$	0.8855	73.37
$γ_{1}$	-0.1391	-3.10
$γ_{2}$	0.2578	3.69
$γ_{3}$	-0.1991	-3.83
$γ_{4}$	0.0610	1.23
$γ_{5}$	0.1426	2.99
$γ_{6}$	-0.2444	-5.25
$γ_{7}$	0.1510	2.64
$γ_{8}$	0.0051	0.07
$γ_{9}$	-0.0715	-1.04
$γ_{10}$	0.0488	1.09

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Barclays PLC Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Barclays PLC Analyses