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	param	t-stat
$ω$	0.7455	7.34
$α$	0.0998	10.27
$β$	0.8630	71.39
$γ_{1}$	0.0071	0.25
$γ_{2}$	0.0531	1.19
$γ_{3}$	-0.1787	-5.71
$γ_{4}$	0.2095	7.52
$γ_{5}$	-0.1505	-6.00
$γ_{6}$	0.1060	3.83
$γ_{7}$	-0.0584	-2.10
$γ_{8}$	0.0065	0.32

V-Lab

NASDAQ Composite Index Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other NASDAQ Composite Index Analyses