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	param	t-stat
$ω$	1.5785	2.81
$α$	0.1882	4.68
$β$	0.7395	38.70
$γ_{1}$	0.0451	0.32
$γ_{2}$	-0.3459	-1.79
$γ_{3}$	0.7069	4.43
$γ_{4}$	-0.7543	-3.37
$γ_{5}$	0.5682	2.38
$γ_{6}$	-0.3127	-1.51
$γ_{7}$	0.1117	0.54
$γ_{8}$	-0.0138	-0.07
$γ_{9}$	0.2736	1.19
$γ_{10}$	-1.5808	-4.87

V-Lab

Perficient Inc Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Perficient Inc Analyses