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	param	t-stat
$ω$	0.9324	8.26
$α$	0.0914	10.40
$β$	0.8759	79.88
$γ_{1}$	0.0108	0.41
$γ_{2}$	0.0341	0.81
$γ_{3}$	-0.1533	-4.81
$γ_{4}$	0.1963	7.04
$γ_{5}$	-0.1415	-5.56
$γ_{6}$	0.1022	3.62
$γ_{7}$	-0.0681	-2.43
$γ_{8}$	0.0193	0.94

V-Lab

NASDAQ 100 Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other NASDAQ 100 Analyses