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{type} for {date}

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	param	t-stat
$ω$	1.1614	7.12
$α$	0.1363	8.57
$β$	0.8032	33.90
$γ_{1}$	-0.0590	-1.87
$γ_{2}$	0.1509	3.29
$γ_{3}$	-0.1740	-5.54
$γ_{4}$	0.1700	5.54
$γ_{5}$	-0.1649	-5.92
$γ_{6}$	0.0747	2.21
$γ_{7}$	0.0500	1.36
$γ_{8}$	-0.0659	-2.67

V-Lab

Equity Commonwealth Zero Slope Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Equity Commonwealth Analyses