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{type} for {date}

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	param	t-stat
$ω$	1.1547	9.75
$α$	0.1278	6.83
$β$	0.7466	15.26
$γ_{1}$	-0.4897	-4.08
$γ_{2}$	0.6800	3.59
$γ_{3}$	-0.3242	-2.42
$γ_{4}$	0.3502	2.89
$γ_{5}$	-0.4110	-3.00
$γ_{6}$	0.1984	1.32
$γ_{7}$	0.0903	0.83

V-Lab

Foothill Independent Bancorp Zero Slope Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Foothill Independent Bancorp Analyses