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{type} for {date}

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	param	t-stat
$ω$	1.8233	8.40
$α$	0.1301	9.66
$β$	0.8114	38.41
$γ_{1}$	-0.1141	-3.17
$γ_{2}$	0.2168	3.63
$γ_{3}$	-0.1366	-2.74
$γ_{4}$	0.0409	0.80
$γ_{5}$	0.0049	0.10
$γ_{6}$	-0.0894	-1.79
$γ_{7}$	0.2625	3.08

V-Lab

Lake Sunapee Bank Group Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Lake Sunapee Bank Group Analyses