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	param	t-stat
$ω$	1.4744	6.35
$α$	0.1099	10.06
$β$	0.8503	63.36
$γ_{1}$	0.0287	1.06
$γ_{2}$	0.0352	0.88
$γ_{3}$	-0.1914	-6.73
$γ_{4}$	0.2632	9.24
$γ_{5}$	-0.2426	-8.29
$γ_{6}$	0.1816	5.73
$γ_{7}$	-0.0782	-2.57
$γ_{8}$	-0.0596	-1.38

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US Bancorp Spline-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

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