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	param	t-stat
$ω$	0.9798	9.47
$α$	0.0875	5.94
$β$	0.8211	26.08
$γ_{1}$	-0.1739	-3.53
$γ_{2}$	0.3435	4.29
$γ_{3}$	-0.2267	-3.42
$γ_{4}$	0.0201	0.30
$γ_{5}$	-0.0077	-0.10
$γ_{6}$	0.1700	1.63

V-Lab

Mellon Financial Corp Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Mellon Financial Corp Analyses