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	param	t-stat
$ω$	0.7784	5.72
$α$	0.1317	7.74
$β$	0.8127	34.46
$γ_{1}$	-0.0539	-3.50
$γ_{2}$	0.0963	4.07
$γ_{3}$	-0.0522	-2.33

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ESSA Bancorp Inc Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other ESSA Bancorp Inc Analyses