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	param	t-stat
$ω$	0.6481	3.29
$α$	0.2517	3.58
$β$	0.3912	3.14
$γ_{1}$	1.7175	0.98
$γ_{2}$	-1.2391	-0.48
$γ_{3}$	-0.0075	-0.00
$γ_{4}$	-1.6869	-1.26
$γ_{5}$	0.5683	0.46
$γ_{6}$	2.9286	2.31
$γ_{7}$	-5.1192	-3.99
$γ_{8}$	4.4872	3.17
$γ_{9}$	2.8898	1.46

V-Lab

Reorganized ISA SA Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Reorganized ISA SA Analyses