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	param	t-stat
$ω$	1.0996	3.34
$α$	0.0872	11.23
$β$	0.8980	114.50
$γ_{1}$	0.0108	0.70
$γ_{2}$	-0.0194	-0.90
$γ_{3}$	0.0270	2.33
$γ_{4}$	-0.0353	-3.09
$γ_{5}$	0.0211	2.20

V-Lab

Brazilian Real Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

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