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	param	t-stat
$ω$	1.3404	8.20
$α$	0.0908	8.79
$β$	0.8609	57.39
$γ_{1}$	0.0424	1.85
$γ_{2}$	-0.0215	-0.55
$γ_{3}$	-0.0847	-2.20
$γ_{4}$	0.1394	3.36
$γ_{5}$	-0.1569	-4.95
$γ_{6}$	0.1599	5.55
$γ_{7}$	-0.1209	-3.49
$γ_{8}$	0.0300	0.65

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Bank of New York Mellon Corp/The Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Bank of New York Mellon Corp/The Analyses