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	param	t-stat
$ω$	1.1094	3.37
$α$	0.0000	0.00
$β$	0.8513	0.40
$γ_{1}$	0.1116	0.19
$γ_{2}$	-0.2071	-0.26
$γ_{3}$	-0.0601	-0.12
$γ_{4}$	0.3570	0.84

V-Lab

Ply Gem Holdings Inc Zero Slope Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Ply Gem Holdings Inc Analyses