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	param	t-stat
$ω$	0.8874	3.62
$α$	0.1276	3.69
$β$	0.6905	7.24
$γ_{1}$	-2.2033	-1.29
$γ_{2}$	5.1579	2.02
$γ_{3}$	-6.1476	-3.32
$γ_{4}$	5.6934	2.75
$γ_{5}$	-4.4676	-1.49
$γ_{6}$	2.0820	0.68
$γ_{7}$	2.2489	0.94
$γ_{8}$	-6.4215	-2.67
$γ_{9}$	6.4238	3.94

V-Lab

Piovan Spa Zero Slope Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Piovan Spa Analyses