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	param	t-stat
$ω$	1.3594	7.69
$α$	0.1021	10.22
$β$	0.8662	74.32
$γ_{1}$	0.0872	6.45
$γ_{2}$	-0.1381	-6.30
$γ_{3}$	0.0795	4.93
$γ_{4}$	-0.0510	-3.50
$γ_{5}$	0.0449	2.70
$γ_{6}$	-0.0325	-2.53

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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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