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	param	t-stat
$ω$	1.6091	3.25
$α$	0.1706	9.59
$β$	0.7803	40.98
$γ_{1}$	-0.0303	-0.24
$γ_{2}$	0.0143	0.08
$γ_{3}$	0.0653	0.55
$γ_{4}$	0.1258	1.08
$γ_{5}$	-0.4901	-4.20
$γ_{6}$	0.4671	5.22

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BancTrust Financial Group Inc Zero Slope Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other BancTrust Financial Group Inc Analyses