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{type} for {date}

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	param	t-stat
$ω$	0.4699	4.75
$α$	0.1224	4.26
$β$	0.7116	13.18
$γ_{1}$	-0.0315	-0.05
$γ_{2}$	-1.9388	-2.08
$γ_{3}$	3.4189	4.61
$γ_{4}$	-1.8448	-3.10
$γ_{5}$	0.4373	0.79
$γ_{6}$	0.0059	0.01
$γ_{7}$	-0.2047	-0.27
$γ_{8}$	0.7508	0.96
$γ_{9}$	-1.7666	-1.59

V-Lab

FBR & Co Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other FBR & Co Analyses