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{type} for {date}

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	param	t-stat
$ω$	1.0922	5.14
$α$	0.1638	2.38
$β$	0.3346	1.79
$γ_{1}$	1.7763	1.20
$γ_{2}$	-4.2781	-1.63
$γ_{3}$	4.9659	1.83
$γ_{4}$	-3.2519	-1.26
$γ_{5}$	0.1170	0.06
$γ_{6}$	0.9913	0.53
$γ_{7}$	0.4134	0.16
$γ_{8}$	-1.2692	-0.53

V-Lab

Jaggaer LLC Zero Slope Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Jaggaer LLC Analyses