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	param	t-stat
$ω$	0.3216	5.49
$α$	0.2204	4.32
$β$	0.2368	2.98
$γ_{1}$	-0.1135	-0.29
$γ_{2}$	0.0003	0.00
$γ_{3}$	0.0417	0.11
$γ_{4}$	0.7762	2.15
$γ_{5}$	-1.6381	-3.68
$γ_{6}$	1.4759	2.82
$γ_{7}$	-0.6781	-1.30
$γ_{8}$	0.8318	1.49
$γ_{9}$	-1.8660	-1.99

V-Lab

Tom Tailor Holding SE Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Tom Tailor Holding SE Analyses