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	param	t-stat
$ω$	1.7447	17,447,300.00
$α$	0.7173	7,172,920.00
$β$	0.2819	2,819,270.00
$γ_{1}$	-580.4612	-5,804,612,000.00
$γ_{2}$	1,180.5350	11,805,350,000.00
$γ_{3}$	604.4123	6,044,123,000.00
$γ_{4}$	-2,204.3770	-22,043,770,000.00
$γ_{5}$	-4,398.4340	-43,984,340,000.00
$γ_{6}$	1,851.2780	18,512,780,000.00
$γ_{7}$	5,632.2800	56,322,800,000.00
$γ_{8}$	5,463.7310	54,637,310,000.00
$γ_{9}$	3,226.4700	32,264,700,000.00
$γ_{10}$	804.7997	8,047,997,000.00

V-Lab

J Frontier Co Ltd Spline-GARCH Volatility Analysis

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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