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{type} for {date}

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	param	t-stat
$ω$	0.7371	5.75
$α$	0.1486	5.62
$β$	0.5888	7.90
$γ_{1}$	-0.4142	-1.49
$γ_{2}$	0.7358	1.84
$γ_{3}$	-0.3628	-1.68
$γ_{4}$	-0.0317	-0.16
$γ_{5}$	0.2904	1.64
$γ_{6}$	-0.4936	-3.35
$γ_{7}$	0.3227	2.32
$γ_{8}$	-0.1536	-1.05
$γ_{9}$	0.4604	2.61
$γ_{10}$	-0.5639	-3.59

V-Lab

Hercules LLC Zero Slope Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Hercules LLC Analyses