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	param	t-stat
$ω$	0.7066	3.33
$α$	0.1086	6.74
$β$	0.8631	43.24
$γ_{1}$	-0.2729	-1.04
$γ_{2}$	0.3682	0.95
$γ_{3}$	-0.1180	-0.42
$γ_{4}$	0.0832	0.29
$γ_{5}$	0.0119	0.05
$γ_{6}$	-0.4532	-1.38
$γ_{7}$	1.0881	2.76

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Hudson City Bancorp Inc Spline-GARCH Volatility Analysis

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