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{type} for {date}

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	param	t-stat
$ω$	0.9036	5.73
$α$	0.3368	5.05
$β$	0.4832	8.35
$γ_{1}$	-0.0561	-1.71
$γ_{2}$	-0.0015	-0.03
$γ_{3}$	0.1418	4.97
$γ_{4}$	-0.1739	-6.19
$γ_{5}$	0.1943	5.96
$γ_{6}$	-0.1523	-5.51

V-Lab

PCM Inc Zero Slope Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other PCM Inc Analyses