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	param	t-stat
$ω$	1.1749	7.42
$α$	0.1166	9.22
$β$	0.7881	35.84
$γ_{1}$	0.0227	0.70
$γ_{2}$	0.0321	0.66
$γ_{3}$	-0.1473	-4.52
$γ_{4}$	0.1721	5.26
$γ_{5}$	-0.1370	-3.91
$γ_{6}$	0.0749	2.07
$γ_{7}$	-0.0187	-0.49
$γ_{8}$	0.0220	0.66
$γ_{9}$	-0.0347	-1.44

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Kajima Corp Zero Slope Spline-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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