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	param	t-stat
$ω$	1.6001	1.08
$α$	0.4624	9.40
$β$	0.5372	10.97
$γ_{1}$	-5.1129	-3.17
$γ_{2}$	6.0229	2.73
$γ_{3}$	-0.7251	-0.61
$γ_{4}$	-0.9405	-0.97
$γ_{5}$	1.0898	1.05
$γ_{6}$	0.2436	0.28
$γ_{7}$	-0.7900	-1.36
$γ_{8}$	-0.1335	-0.15
$γ_{9}$	0.5225	0.53
$γ_{10}$	1.8768	1.79

V-Lab

PureCircle Limited Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other PureCircle Limited Analyses