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	param	t-stat
$ω$	1.3691	7.91
$α$	0.1019	10.11
$β$	0.8650	72.76
$γ_{1}$	0.0900	6.78
$γ_{2}$	-0.1429	-6.65
$γ_{3}$	0.0839	5.30
$γ_{4}$	-0.0574	-3.91
$γ_{5}$	0.0569	3.00
$γ_{6}$	-0.0604	-2.02

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S&P 500 Index Spline-GARCH Volatility Analysis

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News Impact Curve

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