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	param	t-stat
$ω$	0.7373	7.23
$α$	0.1004	10.32
$β$	0.8623	71.07
$γ_{1}$	0.0026	0.09
$γ_{2}$	0.0619	1.36
$γ_{3}$	-0.1866	-5.91
$γ_{4}$	0.2153	7.80
$γ_{5}$	-0.1544	-6.18
$γ_{6}$	0.1083	3.90
$γ_{7}$	-0.0593	-2.14
$γ_{8}$	0.0074	0.37

V-Lab

NASDAQ Composite Index Zero Slope Spline-GARCH Volatility Analysis

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other NASDAQ Composite Index Analyses