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	param	t-stat
$ω$	0.6619	2.07
$α$	0.1211	5.10
$β$	0.8014	29.89
$γ_{1}$	0.2840	0.58
$γ_{2}$	0.0989	0.15
$γ_{3}$	-1.1716	-3.90
$γ_{4}$	1.1544	5.65

V-Lab

NewAlliance Bancshares Inc Zero Slope Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other NewAlliance Bancshares Inc Analyses