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	param	t-stat
$ω$	1.3555	7.70
$α$	0.1019	10.20
$β$	0.8662	74.21
$γ_{1}$	0.0864	6.47
$γ_{2}$	-0.1369	-6.33
$γ_{3}$	0.0787	4.91
$γ_{4}$	-0.0500	-3.48
$γ_{5}$	0.0441	2.69
$γ_{6}$	-0.0323	-2.55

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S&P 500 Index Zero Slope Spline-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

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