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	param	t-stat
$ω$	0.9520	5.17
$α$	0.1163	8.08
$β$	0.8189	39.44
$γ_{1}$	0.0009	0.03
$γ_{2}$	-0.0332	-0.69
$γ_{3}$	0.0878	2.70
$γ_{4}$	-0.1348	-4.34
$γ_{5}$	0.1716	4.91
$γ_{6}$	-0.1657	-4.16
$γ_{7}$	0.1101	2.75
$γ_{8}$	-0.0240	-0.69
$γ_{9}$	-0.0328	-1.32

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Taiwanese Dollar Zero Slope Spline-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

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