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	param	t-stat
$ω$	1.4893	5.57
$α$	0.1127	6.57
$β$	0.7769	16.80
$γ_{1}$	-0.1009	-1.00
$γ_{2}$	0.0980	0.67
$γ_{3}$	0.1482	1.51
$γ_{4}$	-0.3983	-4.08
$γ_{5}$	0.4723	4.40
$γ_{6}$	-0.3097	-2.81
$γ_{7}$	0.1541	1.41
$γ_{8}$	-0.0772	-0.78
$γ_{9}$	-0.0960	-0.88
$γ_{10}$	0.1970	1.73

V-Lab

Nexus AG Zero Slope Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Nexus AG Analyses