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	param	t-stat
$ω$	0.3369	3.27
$α$	0.2249	5.12
$β$	0.5632	8.71
$γ_{1}$	0.7282	1.77
$γ_{2}$	-1.6145	-2.71
$γ_{3}$	1.2077	3.20
$γ_{4}$	-0.3273	-0.79
$γ_{5}$	0.3600	0.75
$γ_{6}$	-1.0493	-2.41
$γ_{7}$	1.2310	3.55
$γ_{8}$	-0.3591	-1.15
$γ_{9}$	-0.4437	-0.70

V-Lab

Town Sports International Holdings Inc Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Town Sports International Holdings Inc Analyses