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{type} for {date}

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	param	t-stat
$ω$	1.0919	3.83
$α$	0.2997	1.77
$β$	0.0000	0.00
$γ_{1}$	0.7654	0.07
$γ_{2}$	14.0725	0.95
$γ_{3}$	-33.9926	-4.81
$γ_{4}$	25.3525	1.88
$γ_{5}$	6.0343	0.42
$γ_{6}$	-31.2574	-2.04
$γ_{7}$	41.0589	2.00
$γ_{8}$	-87.2417	-3.14

V-Lab

Sizmek Inc Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Sizmek Inc Analyses