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	param	t-stat
$ω$	1.1944	5.76
$α$	0.0883	9.53
$β$	0.8821	75.74
$γ_{1}$	-0.0441	-1.09
$γ_{2}$	0.1918	3.33
$γ_{3}$	-0.3143	-8.39
$γ_{4}$	0.2834	5.97
$γ_{5}$	-0.1982	-3.37
$γ_{6}$	0.1257	2.24
$γ_{7}$	-0.0431	-0.88
$γ_{8}$	-0.0366	-0.73
$γ_{9}$	0.0606	1.61

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

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News Impact Curve

Volatility Forecast

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