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	param	t-stat
$ω$	0.9057	4.66
$α$	0.1414	7.60
$β$	0.6921	17.33
$γ_{1}$	-0.2230	-2.49
$γ_{2}$	0.6162	4.59
$γ_{3}$	-0.7894	-7.12
$γ_{4}$	0.5501	5.55
$γ_{5}$	-0.1870	-2.13
$γ_{6}$	0.0534	0.57
$γ_{7}$	0.0476	0.51
$γ_{8}$	-0.1529	-2.00
$γ_{9}$	0.1104	2.16

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Centuria Capital Group Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Centuria Capital Group Analyses