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{type} for {date}

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	param	t-stat
$ω$	0.7121	5.69
$α$	0.0866	6.39
$β$	0.8471	33.39
$γ_{1}$	0.0864	1.19
$γ_{2}$	-0.2622	-2.36
$γ_{3}$	0.3226	4.32
$γ_{4}$	-0.2077	-3.10
$γ_{5}$	0.0711	1.02
$γ_{6}$	0.0544	0.65
$γ_{7}$	-0.1554	-1.50
$γ_{8}$	0.1841	1.23

V-Lab

MDC Partners Inc Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other MDC Partners Inc Analyses