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	param	t-stat
$ω$	1.6433	4.78
$α$	0.1682	9.53
$β$	0.7894	45.54
$γ_{1}$	-0.0260	-1.00
$γ_{2}$	0.1059	2.66
$γ_{3}$	-0.2161	-4.88

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BancTrust Financial Group Inc Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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