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	param	t-stat
$ω$	1.5605	3.73
$α$	0.2290	6.03
$β$	0.7194	21.80
$γ_{1}$	0.2762	0.76
$γ_{2}$	-0.4935	-0.79
$γ_{3}$	0.4770	1.07
$γ_{4}$	-0.5351	-1.72
$γ_{5}$	1.0669	4.15
$γ_{6}$	-1.7820	-7.95
$γ_{7}$	1.3719	8.17

V-Lab

Citizens South Banking Corp Zero Slope Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Citizens South Banking Corp Analyses