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{type} for {date}

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	param	t-stat
$ω$	0.9333	4.62
$α$	0.1391	4.28
$β$	0.6458	7.95
$γ_{1}$	0.5914	1.15
$γ_{2}$	-1.2721	-1.71
$γ_{3}$	1.7489	3.21
$γ_{4}$	-2.2257	-3.99
$γ_{5}$	2.4938	3.67
$γ_{6}$	-2.1169	-3.27

V-Lab

Wellesley Bank Zero Slope Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Wellesley Bank Analyses