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{type} for {date}

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	param	t-stat
$ω$	0.8320	6.91
$α$	0.0513	5.71
$β$	0.9173	57.26
$γ_{1}$	-0.0817	-2.58
$γ_{2}$	0.1516	3.29
$γ_{3}$	-0.1521	-4.36
$γ_{4}$	0.1509	4.40
$γ_{5}$	-0.1192	-3.07
$γ_{6}$	0.1014	2.06
$γ_{7}$	-0.1482	-1.65

V-Lab

Investment Technology Group Inc Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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