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	param	t-stat
$ω$	1.2124	7.43
$α$	0.1304	5.27
$β$	0.5980	7.88
$γ_{1}$	-0.1162	-5.28
$γ_{2}$	0.1549	4.35
$γ_{3}$	0.0177	0.31

V-Lab

Hamilton Thorne Ltd Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Hamilton Thorne Ltd Analyses