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	param	t-stat
$ω$	1.5222	8.47
$α$	0.2313	5.57
$β$	0.4785	7.99
$γ_{1}$	0.1024	1.38
$γ_{2}$	-0.0455	-0.37
$γ_{3}$	-0.0297	-0.29
$γ_{4}$	-0.1791	-1.86
$γ_{5}$	0.1803	1.91
$γ_{6}$	0.1265	1.06
$γ_{7}$	-0.3346	-1.65
$γ_{8}$	0.2343	0.93
$γ_{9}$	-0.0468	-0.24
$γ_{10}$	0.1079	0.59

V-Lab

MRV Communications Inc Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other MRV Communications Inc Analyses