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	param	t-stat
$ω$	1.0597	6.31
$α$	0.0441	6.76
$β$	0.9445	148.02
$γ_{1}$	0.0006	0.19
$γ_{2}$	-0.0001	-0.03

V-Lab

CalAtlantic Group Inc/old Zero Slope Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other CalAtlantic Group Inc/old Analyses