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	param	t-stat
$ω$	0.8386	1.88
$α$	0.2147	3.93
$β$	0.6263	8.40
$γ_{1}$	0.7350	0.70
$γ_{2}$	-0.9304	-0.67
$γ_{3}$	0.1716	0.27
$γ_{4}$	0.4403	0.51
$γ_{5}$	-0.9969	-1.00
$γ_{6}$	1.2315	1.53
$γ_{7}$	-1.5175	-1.85
$γ_{8}$	1.4925	1.72
$γ_{9}$	-1.1977	-1.24
$γ_{10}$	2.9953	1.84

V-Lab

Marin Software Inc Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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