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{type} for {date}

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	param	t-stat
$ω$	0.9143	4.96
$α$	0.1367	3.88
$β$	0.5725	5.47
$γ_{1}$	0.6000	1.25
$γ_{2}$	-1.2654	-1.82
$γ_{3}$	1.6220	3.22
$γ_{4}$	-1.8269	-3.49
$γ_{5}$	1.5545	2.31
$γ_{6}$	0.3250	0.37

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Wellesley Bank Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Wellesley Bank Analyses