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	param	t-stat
$ω$	0.4437	4.55
$α$	0.1264	2.24
$β$	0.0506	0.25
$γ_{1}$	-27.3381	-2.85
$γ_{2}$	33.6897	2.10
$γ_{3}$	-13.4476	-1.04
$γ_{4}$	15.7974	1.43
$γ_{5}$	-27.4153	-2.48
$γ_{6}$	53.2268	3.02
$γ_{7}$	-70.1994	-2.58
$γ_{8}$	59.5423	2.18
$γ_{9}$	-33.0430	-1.52
$γ_{10}$	1.0987	0.04

V-Lab

Sparebank 1 Sorost-Norge Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Sparebank 1 Sorost-Norge Analyses