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	param	t-stat
$ω$	0.8017	4.01
$α$	0.0870	5.22
$β$	0.8688	40.77
$γ_{1}$	-0.0732	-1.54
$γ_{2}$	0.1107	1.61
$γ_{3}$	-0.0532	-1.11
$γ_{4}$	0.0285	0.37

V-Lab

First Niagara Financial Group Inc Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other First Niagara Financial Group Inc Analyses