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	param	t-stat
$ω$	0.4704	1.18
$α$	0.2224	7.98
$β$	0.5943	12.67
$γ_{1}$	-0.6670	-0.65
$γ_{2}$	0.5311	0.41
$γ_{3}$	-0.0022	-0.01
$γ_{4}$	-0.2746	-0.86
$γ_{5}$	1.1809	3.70
$γ_{6}$	-1.0410	-3.31
$γ_{7}$	0.3533	1.07
$γ_{8}$	-0.1281	-0.36
$γ_{9}$	0.3141	0.50

V-Lab

MAM Software Group Inc Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other MAM Software Group Inc Analyses