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	param	t-stat
$ω$	1.1027	3.38
$α$	0.0865	11.19
$β$	0.8985	114.74
$γ_{1}$	0.0111	0.73
$γ_{2}$	-0.0195	-0.92
$γ_{3}$	0.0266	2.33
$γ_{4}$	-0.0348	-3.12
$γ_{5}$	0.0207	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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