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	param	t-stat
$ω$	0.9328	8.25
$α$	0.0914	10.40
$β$	0.8760	79.96
$γ_{1}$	0.0105	0.40
$γ_{2}$	0.0352	0.84
$γ_{3}$	-0.1549	-4.85
$γ_{4}$	0.1974	7.09
$γ_{5}$	-0.1417	-5.56
$γ_{6}$	0.1018	3.60
$γ_{7}$	-0.0673	-2.39
$γ_{8}$	0.0185	0.90

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NASDAQ 100 Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other NASDAQ 100 Analyses