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{type} for {date}

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	param	t-stat
$ω$	0.3006	6.40
$α$	0.1484	3.05
$β$	0.7410	17.67
$γ_{1}$	0.1725	1.39
$γ_{2}$	-0.1925	-0.94
$γ_{3}$	-0.1187	-0.76
$γ_{4}$	0.1163	0.94
$γ_{5}$	0.0040	0.03
$γ_{6}$	0.6623	3.22
$γ_{7}$	-1.3394	-4.99
$γ_{8}$	0.9992	2.86

V-Lab

Lehman Brothers Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Lehman Brothers Analyses