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	param	t-stat
$ω$	0.7406	7.28
$α$	0.1009	10.36
$β$	0.8617	70.83
$γ_{1}$	0.0036	0.12
$γ_{2}$	0.0604	1.33
$γ_{3}$	-0.1857	-5.90
$γ_{4}$	0.2146	7.78
$γ_{5}$	-0.1535	-6.15
$γ_{6}$	0.1074	3.88
$γ_{7}$	-0.0586	-2.12
$γ_{8}$	0.0068	0.35

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