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	param	t-stat
$ω$	1.2197	8.06
$α$	0.1317	9.04
$β$	0.7706	34.51
$γ_{1}$	0.0428	1.64
$γ_{2}$	-0.0085	-0.22
$γ_{3}$	-0.1173	-4.30
$γ_{4}$	0.1572	5.79
$γ_{5}$	-0.1361	-4.70
$γ_{6}$	0.1112	3.56
$γ_{7}$	-0.0752	-1.91
$γ_{8}$	0.0772	1.31

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Taisei Corp Spline-GARCH Volatility Analysis

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News Impact Curve

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