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	param	t-stat
$ω$	1.1505	4.15
$α$	0.1001	2.90
$β$	0.8487	19.20
$γ_{1}$	-1.7644	-0.65
$γ_{2}$	1.6732	0.37
$γ_{3}$	-0.4704	-0.13
$γ_{4}$	3.0918	0.93
$γ_{5}$	-5.2355	-1.52
$γ_{6}$	4.3591	1.26
$γ_{7}$	-2.4521	-0.65
$γ_{8}$	1.8505	0.54
$γ_{9}$	-7.3753	-2.79
$γ_{10}$	11.8023	6.59

V-Lab

Mimecast Ltd Zero Slope Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Mimecast Ltd Analyses