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	param	t-stat
$ω$	1.0908	3.35
$α$	0.0864	11.19
$β$	0.8986	114.94
$γ_{1}$	0.0103	0.68
$γ_{2}$	-0.0184	-0.87
$γ_{3}$	0.0261	2.29
$γ_{4}$	-0.0344	-3.13
$γ_{5}$	0.0206	2.21

V-Lab

Brazilian Real Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Brazilian Real Analyses