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	param	t-stat
$ω$	1.2352	5.87
$α$	0.0898	9.56
$β$	0.8804	74.97
$γ_{1}$	-0.0400	-0.99
$γ_{2}$	0.1887	3.27
$γ_{3}$	-0.3168	-8.34
$γ_{4}$	0.2858	5.89
$γ_{5}$	-0.1987	-3.32
$γ_{6}$	0.1232	2.18
$γ_{7}$	-0.0371	-0.75
$γ_{8}$	-0.0462	-0.92
$γ_{9}$	0.0694	1.87

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Daiwa House Industry Co Ltd Zero Slope Spline-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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