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	param	t-stat
$ω$	1.2333	5.86
$α$	0.0899	9.57
$β$	0.8802	74.95
$γ_{1}$	-0.0408	-1.01
$γ_{2}$	0.1903	3.29
$γ_{3}$	-0.3182	-8.33
$γ_{4}$	0.2868	5.86
$γ_{5}$	-0.1989	-3.31
$γ_{6}$	0.1227	2.16
$γ_{7}$	-0.0363	-0.73
$γ_{8}$	-0.0467	-0.92
$γ_{9}$	0.0694	1.86

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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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