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{type} for {date}

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	param	t-stat
$ω$	1.4497	2.05
$α$	0.2323	3.25
$β$	0.7124	31.99
$γ_{1}$	-1.0013	-3.02
$γ_{2}$	1.6359	3.51
$γ_{3}$	-0.9807	-3.43
$γ_{4}$	0.5164	1.88
$γ_{5}$	-0.1957	-0.74
$γ_{6}$	0.1069	0.38
$γ_{7}$	-0.1443	-0.43
$γ_{8}$	-0.8164	-1.64

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Pzena Investment Management Inc Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Pzena Investment Management Inc Analyses