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	param	t-stat
$ω$	1.0833	5.94
$α$	0.0786	8.56
$β$	0.8937	80.76
$γ_{1}$	0.0397	0.99
$γ_{2}$	-0.0446	-0.69
$γ_{3}$	-0.0636	-1.45
$γ_{4}$	0.1969	6.18
$γ_{5}$	-0.2437	-8.38
$γ_{6}$	0.1820	5.99
$γ_{7}$	-0.0828	-2.87
$γ_{8}$	0.0132	0.62

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Citigroup Inc Zero Slope Spline-GARCH Volatility Analysis

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