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	param	t-stat
$ω$	0.3217	5.49
$α$	0.2215	4.27
$β$	0.2364	2.95
$γ_{1}$	-0.1144	-0.29
$γ_{2}$	0.0004	0.00
$γ_{3}$	0.0465	0.12
$γ_{4}$	0.7619	2.11
$γ_{5}$	-1.6073	-3.61
$γ_{6}$	1.4121	2.72
$γ_{7}$	-0.5385	-1.07
$γ_{8}$	0.5200	1.18
$γ_{9}$	-1.0634	-3.29

V-Lab

Tom Tailor Holding SE Zero Slope Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Tom Tailor Holding SE Analyses