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{type} for {date}

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	param	t-stat
$ω$	1.2665	2.90
$α$	0.2122	5.77
$β$	0.5469	8.69
$γ_{1}$	-1.3070	-1.09
$γ_{2}$	2.4487	1.45
$γ_{3}$	-2.5228	-2.27
$γ_{4}$	1.6461	1.59
$γ_{5}$	0.8163	0.89
$γ_{6}$	-2.1243	-2.52
$γ_{7}$	1.8012	2.10
$γ_{8}$	-0.5747	-0.65
$γ_{9}$	-1.0432	-1.37
$γ_{10}$	1.2623	2.51

V-Lab

CU Bancorp Zero Slope Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other CU Bancorp Analyses