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{type} for {date}

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	param	t-stat
$ω$	0.6554	0.76
$α$	0.1884	5.96
$β$	0.7662	22.12
$γ_{1}$	0.9466	0.23
$γ_{2}$	-2.5061	-0.48
$γ_{3}$	2.0420	0.99
$γ_{4}$	-0.3803	-0.24
$γ_{5}$	0.8466	0.59
$γ_{6}$	-2.9090	-1.76
$γ_{7}$	3.4898	2.01
$γ_{8}$	-1.9879	-1.12
$γ_{9}$	-2.4118	-0.93

V-Lab

Federal-Mogul Holdings Corp Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Federal-Mogul Holdings Corp Analyses