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	param	t-stat
$ω$	0.9368	8.32
$α$	0.0903	10.27
$β$	0.8772	80.22
$γ_{1}$	0.0122	0.47
$γ_{2}$	0.0317	0.76
$γ_{3}$	-0.1513	-4.75
$γ_{4}$	0.1946	6.95
$γ_{5}$	-0.1398	-5.47
$γ_{6}$	0.0997	3.53
$γ_{7}$	-0.0640	-2.26
$γ_{8}$	0.0148	0.70

V-Lab

NASDAQ 100 Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other NASDAQ 100 Analyses