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	param	t-stat
$ω$	1.2803	5.65
$α$	0.1612	2.48
$β$	0.2687	1.36
$γ_{1}$	6.0934	2.61
$γ_{2}$	-11.2448	-3.15
$γ_{3}$	7.7638	3.02
$γ_{4}$	-1.9071	-0.54
$γ_{5}$	-1.7749	-0.44
$γ_{6}$	1.6701	0.57
$γ_{7}$	-2.8672	-0.89
$γ_{8}$	5.6724	1.37
$γ_{9}$	-5.9374	-1.26
$γ_{10}$	6.6227	1.40

V-Lab

Jaggaer LLC Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Jaggaer LLC Analyses