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	param	t-stat
$ω$	1.0972	3.34
$α$	0.0871	11.23
$β$	0.8981	114.52
$γ_{1}$	0.0106	0.69
$γ_{2}$	-0.0189	-0.88
$γ_{3}$	0.0267	2.31
$γ_{4}$	-0.0352	-3.13
$γ_{5}$	0.0212	2.23

V-Lab

Brazilian Real Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

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