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{type} for {date}

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	param	t-stat
$ω$	1.1685	4.43
$α$	0.0263	3.99
$β$	0.9505	68.92
$γ_{1}$	-0.0797	-0.86
$γ_{2}$	0.1303	0.90
$γ_{3}$	-0.0427	-0.33
$γ_{4}$	-0.0117	-0.08
$γ_{5}$	-0.0712	-0.44
$γ_{6}$	0.1589	0.81
$γ_{7}$	-0.0928	-0.49
$γ_{8}$	-0.1305	-1.02
$γ_{9}$	0.3891	2.17
$γ_{10}$	-0.5307	-1.58

V-Lab

Mentor Graphics Corp Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Mentor Graphics Corp Analyses