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{type} for {date}

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	param	t-stat
$ω$	0.5804	4.19
$α$	0.1048	7.19
$β$	0.8727	58.44
$γ_{1}$	0.0030	0.17
$γ_{2}$	0.0227	0.82
$γ_{3}$	-0.0627	-2.75
$γ_{4}$	0.0531	3.06

V-Lab

GGP Inc Zero Slope Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other GGP Inc Analyses