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	param	t-stat
$ω$	1.0780	9.85
$α$	0.1244	6.73
$β$	0.7594	15.20
$γ_{1}$	-0.0336	-0.46
$γ_{2}$	0.0705	0.56
$γ_{3}$	0.0699	0.69
$γ_{4}$	-0.2409	-2.98
$γ_{5}$	0.0908	1.41
$γ_{6}$	0.1824	2.36
$γ_{7}$	0.3445	1.48

V-Lab

Santander Holdings USA Inc Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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