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	param	t-stat
$ω$	4.3956	2.68
$α$	0.1971	6.34
$β$	0.7958	29.02
$γ_{1}$	0.0931	0.32
$γ_{2}$	-0.1168	-0.28
$γ_{3}$	0.0773	0.35
$γ_{4}$	-0.2269	-1.14
$γ_{5}$	0.3950	2.60
$γ_{6}$	-0.2552	-2.31
$γ_{7}$	-0.1520	-1.12
$γ_{8}$	0.4809	3.05
$γ_{9}$	-0.4689	-2.92
$γ_{10}$	0.1861	1.51

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Hong Kong Dollar Zero Slope Spline-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

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