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	param	t-stat
$ω$	1.0582	4.12
$α$	0.1491	6.64
$β$	0.7632	22.34
$γ_{1}$	0.0656	0.84
$γ_{2}$	-0.1663	-1.41
$γ_{3}$	0.1268	1.68
$γ_{4}$	-0.0057	-0.10
$γ_{5}$	-0.0366	-0.76
$γ_{6}$	0.0495	0.98
$γ_{7}$	-0.0482	-1.06

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Daito Koun Co Ltd Zero Slope Spline-GARCH Volatility Analysis

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News Impact Curve

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