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{type} for {date}

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	param	t-stat
$ω$	1.6616	5.60
$α$	0.1220	4.96
$β$	0.6116	7.61
$γ_{1}$	0.3419	1.66
$γ_{2}$	-0.6929	-2.17
$γ_{3}$	0.4588	1.70
$γ_{4}$	-0.2545	-0.91
$γ_{5}$	0.4014	1.75
$γ_{6}$	-0.3931	-2.03
$γ_{7}$	0.3420	1.30
$γ_{8}$	-0.3099	-1.16

V-Lab

Hamilton Thorne Ltd Zero Slope Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Hamilton Thorne Ltd Analyses