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	param	t-stat
$ω$	1.1950	5.00
$α$	0.1806	1.56
$β$	0.1379	0.84
$γ_{1}$	5.8229	2.88
$γ_{2}$	-12.7586	-3.98
$γ_{3}$	12.7717	3.72
$γ_{4}$	-15.9531	-2.82

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RiskMetrics Group LLC Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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