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	param	t-stat
$ω$	0.9269	8.20
$α$	0.0917	10.41
$β$	0.8757	79.73
$γ_{1}$	0.0092	0.35
$γ_{2}$	0.0372	0.88
$γ_{3}$	-0.1561	-4.88
$γ_{4}$	0.1984	7.14
$γ_{5}$	-0.1427	-5.61
$γ_{6}$	0.1025	3.63
$γ_{7}$	-0.0670	-2.38
$γ_{8}$	0.0178	0.87

V-Lab

NASDAQ 100 Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other NASDAQ 100 Analyses