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{type} for {date}

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	param	t-stat
$ω$	4.2012	2.48
$α$	0.5536	2.43
$β$	0.2448	2.10
$γ_{1}$	32.6575	1.77
$γ_{2}$	-42.8942	-1.69
$γ_{3}$	9.3994	0.79
$γ_{4}$	14.6327	1.37
$γ_{5}$	-38.8297	-3.55
$γ_{6}$	54.4658	5.34
$γ_{7}$	-50.1324	-4.38
$γ_{8}$	30.4423	1.67

V-Lab

NCO Portfolio Management Inc Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other NCO Portfolio Management Inc Analyses