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	param	t-stat
$ω$	0.9344	2.14
$α$	0.1446	1.44
$β$	0.1052	0.60
$γ_{1}$	-15.8331	-0.51
$γ_{2}$	29.6925	0.70
$γ_{3}$	-18.0065	-0.87
$γ_{4}$	2.6332	0.14
$γ_{5}$	-9.0761	-0.47
$γ_{6}$	12.8477	0.66
$γ_{7}$	4.7593	0.20
$γ_{8}$	4.3874	0.13
$γ_{9}$	-46.5300	-1.17
$γ_{10}$	58.1050	2.31

V-Lab

RiskMetrics Group LLC Zero Slope Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other RiskMetrics Group LLC Analyses