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	param	t-stat
$ω$	0.9335	8.26
$α$	0.0914	10.40
$β$	0.8760	79.97
$γ_{1}$	0.0111	0.43
$γ_{2}$	0.0333	0.79
$γ_{3}$	-0.1524	-4.78
$γ_{4}$	0.1957	7.00
$γ_{5}$	-0.1413	-5.55
$γ_{6}$	0.1024	3.63
$γ_{7}$	-0.0690	-2.46
$γ_{8}$	0.0204	0.99

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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