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	param	t-stat
$ω$	1.0515	6.88
$α$	0.0592	6.00
$β$	0.9238	68.79
$γ_{1}$	0.0076	0.23
$γ_{2}$	-0.0087	-0.16
$γ_{3}$	0.0287	0.66
$γ_{4}$	-0.0871	-1.76
$γ_{5}$	0.1285	2.90
$γ_{6}$	-0.1013	-3.65

V-Lab

Taubman Centers Inc Zero Slope Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Taubman Centers Inc Analyses