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	param	t-stat
$ω$	1.2348	5.09
$α$	0.0776	8.94
$β$	0.8940	84.76
$γ_{1}$	0.1350	4.40
$γ_{2}$	-0.2566	-6.03
$γ_{3}$	0.2220	9.27
$γ_{4}$	-0.1666	-6.91
$γ_{5}$	0.1008	3.72
$γ_{6}$	-0.0391	-1.28
$γ_{7}$	-0.0031	-0.07

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Morgan Stanley Spline-GARCH Volatility Analysis

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