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	param	t-stat
$ω$	1.0958	7.54
$α$	0.1331	9.09
$β$	0.7618	32.71
$γ_{1}$	-0.0064	-0.15
$γ_{2}$	0.0949	1.44
$γ_{3}$	-0.1611	-3.24
$γ_{4}$	0.0396	0.88
$γ_{5}$	0.1181	2.76
$γ_{6}$	-0.1699	-3.61
$γ_{7}$	0.1343	2.67
$γ_{8}$	-0.0580	-1.16
$γ_{9}$	0.0233	0.58
$γ_{10}$	-0.0281	-0.97

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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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