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	param	t-stat
$ω$	0.9542	4.52
$α$	0.1805	8.77
$β$	0.7685	29.74
$γ_{1}$	-0.0123	-0.14
$γ_{2}$	-0.1932	-1.44
$γ_{3}$	0.5024	5.04
$γ_{4}$	-0.5845	-6.07
$γ_{5}$	0.5908	4.69
$γ_{6}$	-0.5928	-3.14
$γ_{7}$	0.5096	2.49
$γ_{8}$	-0.3740	-2.12
$γ_{9}$	0.2206	1.78

V-Lab

Tihama Advertising Public Relations and Marketing Co Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

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