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	param	t-stat
$ω$	0.7187	5.59
$α$	0.0872	8.38
$β$	0.8967	83.31
$γ_{1}$	-0.0302	-2.54
$γ_{2}$	0.0496	2.71
$γ_{3}$	-0.0388	-2.61
$γ_{4}$	0.0727	2.87

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Credit Suisse Group AG Spline-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

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