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	param	t-stat
$ω$	1.2387	5.88
$α$	0.0897	9.54
$β$	0.8804	74.93
$γ_{1}$	-0.0385	-0.96
$γ_{2}$	0.1856	3.23
$γ_{3}$	-0.3141	-8.35
$γ_{4}$	0.2842	5.94
$γ_{5}$	-0.1985	-3.36
$γ_{6}$	0.1243	2.21
$γ_{7}$	-0.0386	-0.78
$γ_{8}$	-0.0456	-0.92
$γ_{9}$	0.0701	1.89

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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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