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	param	t-stat
$ω$	0.7448	7.30
$α$	0.1006	10.36
$β$	0.8621	71.16
$γ_{1}$	0.0058	0.20
$γ_{2}$	0.0556	1.24
$γ_{3}$	-0.1809	-5.76
$γ_{4}$	0.2113	7.59
$γ_{5}$	-0.1521	-6.07
$γ_{6}$	0.1080	3.89
$γ_{7}$	-0.0615	-2.22
$γ_{8}$	0.0100	0.51

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