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{type} for {date}

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	param	t-stat
$ω$	0.8166	8.29
$α$	0.0715	4.61
$β$	0.8287	18.30
$γ_{1}$	0.0548	1.31
$γ_{2}$	-0.0831	-1.33
$γ_{3}$	0.0829	1.89
$γ_{4}$	-0.1879	-4.70
$γ_{5}$	0.2880	5.40

V-Lab

Cinergy Corp Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Cinergy Corp Analyses