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	param	t-stat
$ω$	1.7661	1.05
$α$	0.2785	2.99
$β$	0.6791	8.44
$γ_{1}$	-3.2768	-0.48
$γ_{2}$	5.6519	0.58
$γ_{3}$	-3.8349	-0.71
$γ_{4}$	4.6879	1.06
$γ_{5}$	-11.6395	-3.02
$γ_{6}$	14.2128	5.51

V-Lab

2009 Real Estate Corp Zero Slope Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other 2009 Real Estate Corp Analyses