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	param	t-stat
$ω$	0.4096	2.99
$α$	0.1441	3.99
$β$	0.6271	8.81
$γ_{1}$	-1.0597	-0.80
$γ_{2}$	1.5978	0.77
$γ_{3}$	-1.0412	-0.62
$γ_{4}$	0.7372	0.48
$γ_{5}$	0.4478	0.47
$γ_{6}$	-1.7421	-2.46
$γ_{7}$	1.4421	2.05
$γ_{8}$	-0.4660	-0.72
$γ_{9}$	0.2590	0.39
$γ_{10}$	1.7873	1.98

V-Lab

Mcphy Energy Sa Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Mcphy Energy Sa Analyses