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	param	t-stat
$ω$	0.9587	6.23
$α$	0.0787	9.08
$β$	0.8983	84.04
$γ_{1}$	0.0116	2.02
$γ_{2}$	-0.0216	-2.47
$γ_{3}$	0.0144	2.77

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Legg Mason Inc Zero Slope Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Legg Mason Inc Analyses