S&P / ASX 200 Volatility Index

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	param	t-stat
$ω$	0.1764	0.16
$α$	0.7024	7.45
$β$	0.2967	11.27
$γ_{1}$	216.1076	0.92
$γ_{2}$	-445.0325	-1.79
$γ_{3}$	472.1393	17.44
$γ_{4}$	-386.7621	-13.55
$γ_{5}$	182.4329	6.24
$γ_{6}$	-54.6857	-2.93
$γ_{7}$	22.5828	2.76
$γ_{8}$	-10.3472	-2.52
$γ_{9}$	4.7766	1.85

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Iris Metals Ltd Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

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