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	param	t-stat
$ω$	1.6047	5.42
$α$	0.1505	2.67
$β$	0.1280	0.90
$γ_{1}$	2.6600	4.18
$γ_{2}$	-5.1304	-4.78
$γ_{3}$	5.0993	4.26
$γ_{4}$	-4.1755	-2.60
$γ_{5}$	1.4324	0.81
$γ_{6}$	1.0976	0.69
$γ_{7}$	-1.5788	-1.10
$γ_{8}$	0.2465	0.25
$γ_{9}$	1.6788	2.49
$γ_{10}$	-3.3145	-4.34

V-Lab

TrueCar Inc Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other TrueCar Inc Analyses