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	param	t-stat
$ω$	1.0580	4.14
$α$	0.1508	6.62
$β$	0.7601	21.95
$γ_{1}$	0.0653	0.84
$γ_{2}$	-0.1650	-1.40
$γ_{3}$	0.1245	1.67
$γ_{4}$	-0.0038	-0.06
$γ_{5}$	-0.0369	-0.77
$γ_{6}$	0.0484	0.96
$γ_{7}$	-0.0471	-1.04

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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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