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	param	t-stat
$ω$	1.3778	4.94
$α$	0.1333	3.74
$β$	0.7318	9.89
$γ_{1}$	-0.2899	-0.22
$γ_{2}$	1.1776	0.56
$γ_{3}$	-1.7924	-1.08
$γ_{4}$	0.3180	0.18
$γ_{5}$	1.3862	0.73
$γ_{6}$	-1.1814	-0.63
$γ_{7}$	1.6860	0.96
$γ_{8}$	-3.6218	-1.48
$γ_{9}$	6.7188	1.35
$γ_{10}$	-12.6567	-1.19

V-Lab

Premier Community Bankshares Inc Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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