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	param	t-stat
$ω$	0.5322	7.06
$α$	0.1041	8.98
$β$	0.8514	55.73
$γ_{1}$	0.0300	1.83
$γ_{2}$	-0.0453	-1.88
$γ_{3}$	0.0540	3.19
$γ_{4}$	-0.0996	-5.25
$γ_{5}$	0.1454	6.48
$γ_{6}$	-0.1788	-5.54

V-Lab

Pennsylvania Real Estate Investment Trust Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Pennsylvania Real Estate Investment Trust Analyses