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	param	t-stat
$ω$	1.1640	5.40
$α$	0.2215	3.58
$β$	0.2514	2.33
$γ_{1}$	0.4160	2.34
$γ_{2}$	-0.8536	-3.35
$γ_{3}$	0.7348	4.60
$γ_{4}$	-0.5233	-3.37
$γ_{5}$	0.4879	2.61
$γ_{6}$	-0.4114	-1.54

V-Lab

Cynosure LLC Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Cynosure LLC Analyses