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	param	t-stat
$ω$	1.7639	7.13
$α$	0.1219	7.28
$β$	0.7991	26.20
$γ_{1}$	0.0359	2.81
$γ_{2}$	-0.0604	-2.88
$γ_{3}$	0.0538	3.05
$γ_{4}$	-0.0637	-3.17
$γ_{5}$	0.0713	3.25
$γ_{6}$	-0.0530	-3.16

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Katakura Chikkarin Co Ltd Zero Slope Spline-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

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