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{type} for {date}

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	param	t-stat
$ω$	0.6932	3.60
$α$	0.0216	0.66
$β$	0.0000	0.00
$γ_{1}$	21.1731	1.38
$γ_{2}$	-43.6807	-1.63
$γ_{3}$	36.2213	1.97
$γ_{4}$	-21.3515	-2.06
$γ_{5}$	25.2432	3.00
$γ_{6}$	-60.5420	-5.47

V-Lab

Simplify MKT NT EQ Long Shrt Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Simplify MKT NT EQ Long Shrt Analyses