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	param	t-stat
$ω$	1.1168	7.56
$α$	0.1342	9.27
$β$	0.7647	33.80
$γ_{1}$	-0.0021	-0.05
$γ_{2}$	0.0879	1.32
$γ_{3}$	-0.1569	-3.10
$γ_{4}$	0.0378	0.82
$γ_{5}$	0.1185	2.72
$γ_{6}$	-0.1713	-3.54
$γ_{7}$	0.1391	2.66
$γ_{8}$	-0.0657	-1.25
$γ_{9}$	0.0323	0.77
$γ_{10}$	-0.0355	-1.22

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Taisei Corp Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

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