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	param	t-stat
$ω$	0.7423	7.29
$α$	0.1009	10.36
$β$	0.8617	70.87
$γ_{1}$	0.0047	0.16
$γ_{2}$	0.0580	1.29
$γ_{3}$	-0.1833	-5.83
$γ_{4}$	0.2130	7.69
$γ_{5}$	-0.1530	-6.12
$γ_{6}$	0.1079	3.90
$γ_{7}$	-0.0603	-2.18
$γ_{8}$	0.0086	0.44

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