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	param	t-stat
$ω$	1.2132	5.01
$α$	0.0776	8.95
$β$	0.8942	85.02
$γ_{1}$	0.1300	4.22
$γ_{2}$	-0.2486	-5.82
$γ_{3}$	0.2167	9.01
$γ_{4}$	-0.1626	-6.74
$γ_{5}$	0.0986	3.71
$γ_{6}$	-0.0399	-1.48
$γ_{7}$	0.0041	0.20

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Morgan Stanley Zero Slope Spline-GARCH Volatility Analysis

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