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{type} for {date}

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	param	t-stat
$ω$	0.3497	1.86
$α$	0.1703	0.02
$β$	0.8296	0.12
$γ_{1}$	-0.8565	-0.01
$γ_{2}$	0.7565	0.01
$γ_{3}$	0.0221	0.00
$γ_{4}$	0.0513	0.01
$γ_{5}$	-0.1206	-0.03
$γ_{6}$	1.0651	0.11
$γ_{7}$	-1.7420	-0.19
$γ_{8}$	0.9580	0.23

V-Lab

Lehman Brothers Zero Slope Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Lehman Brothers Analyses