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	param	t-stat
$ω$	1.0937	9.78
$α$	0.1189	5.17
$β$	0.5253	7.30
$γ_{1}$	0.0807	1.95
$γ_{2}$	-0.1400	-2.17
$γ_{3}$	0.1100	2.23
$γ_{4}$	-0.1709	-3.22
$γ_{5}$	0.2611	5.08
$γ_{6}$	-0.2337	-5.27
$γ_{7}$	0.1786	3.36
$γ_{8}$	-0.1283	-1.39
$γ_{9}$	0.0132	0.13
$γ_{10}$	0.1312	0.99

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ImmunoGen Inc Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other ImmunoGen Inc Analyses