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{type} for {date}

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	param	t-stat
$ω$	0.9072	4.39
$α$	0.1517	1.68
$β$	0.5068	3.34
$γ_{1}$	-1.5849	-4.05
$γ_{2}$	2.7896	3.91
$γ_{3}$	-1.9850	-2.56
$γ_{4}$	1.2605	1.60
$γ_{5}$	-0.5238	-0.86
$γ_{6}$	-0.2003	-0.36
$γ_{7}$	0.5129	0.65
$γ_{8}$	-1.3547	-1.43

V-Lab

Model N Inc Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Model N Inc Analyses