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	param	t-stat
$ω$	2.0132	3.51
$α$	0.1958	9.25
$β$	0.7911	30.33
$γ_{1}$	0.4989	0.49
$γ_{2}$	-0.7541	-0.50
$γ_{3}$	0.7753	0.80
$γ_{4}$	-2.2079	-2.97
$γ_{5}$	2.9628	5.38

V-Lab

Coupa Software Incorporated Zero Slope Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Coupa Software Incorporated Analyses