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	param	t-stat
$ω$	0.9254	8.20
$α$	0.0917	10.39
$β$	0.8755	79.48
$γ_{1}$	0.0085	0.32
$γ_{2}$	0.0388	0.92
$γ_{3}$	-0.1580	-4.93
$γ_{4}$	0.1998	7.22
$γ_{5}$	-0.1435	-5.65
$γ_{6}$	0.1028	3.63
$γ_{7}$	-0.0667	-2.36
$γ_{8}$	0.0174	0.84

V-Lab

NASDAQ 100 Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other NASDAQ 100 Analyses