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	param	t-stat
$ω$	1.0909	3.36
$α$	0.0863	11.18
$β$	0.8986	114.82
$γ_{1}$	0.0104	0.69
$γ_{2}$	-0.0184	-0.87
$γ_{3}$	0.0260	2.30
$γ_{4}$	-0.0347	-3.19
$γ_{5}$	0.0210	2.28

V-Lab

Brazilian Real Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

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