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	param	t-stat
$ω$	2.0229	2.27
$α$	0.4011	7.92
$β$	0.5814	15.61
$γ_{1}$	0.3075	0.02
$γ_{2}$	-6.8210	-0.31
$γ_{3}$	13.6132	1.62
$γ_{4}$	-18.9963	-2.93
$γ_{5}$	20.5503	4.20

V-Lab

TD Waterhouse Group Inc Zero Slope Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other TD Waterhouse Group Inc Analyses