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	param	t-stat
$ω$	1.9876	1.81
$α$	0.3789	2.63
$β$	0.3917	3.97
$γ_{1}$	1.1814	0.97
$γ_{2}$	-1.5460	-0.84
$γ_{3}$	0.5080	0.42
$γ_{4}$	-0.6064	-0.65
$γ_{5}$	2.4708	3.10
$γ_{6}$	-5.2158	-7.30
$γ_{7}$	5.9705	8.67
$γ_{8}$	-5.1612	-5.22
$γ_{9}$	5.4036	4.58
$γ_{10}$	-4.6692	-4.25

V-Lab

Premier Fund Reit Zero Slope Spline-GARCH Volatility Analysis

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