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{type} for {date}

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	param	t-stat
$ω$	1.4147	7.60
$α$	0.1888	5.03
$β$	0.5668	9.69
$γ_{1}$	0.1157	3.20
$γ_{2}$	-0.2535	-4.83
$γ_{3}$	0.2888	7.56
$γ_{4}$	-0.2668	-6.09
$γ_{5}$	0.1825	3.31
$γ_{6}$	-0.0717	-0.70

V-Lab

SS&C Gids Inc Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other SS&C Gids Inc Analyses