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{type} for {date}

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	param	t-stat
$ω$	0.9518	6.91
$α$	0.2018	6.84
$β$	0.4909	8.78
$γ_{1}$	-0.1776	-2.15
$γ_{2}$	0.1496	1.15
$γ_{3}$	-0.0576	-0.59
$γ_{4}$	0.3925	4.57
$γ_{5}$	-0.6301	-7.90
$γ_{6}$	0.5378	6.58
$γ_{7}$	-0.3379	-3.65
$γ_{8}$	0.2821	2.21
$γ_{9}$	-0.2596	-2.03

V-Lab

QAD Inc Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other QAD Inc Analyses