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	param	t-stat
$ω$	0.9613	6.16
$α$	0.0785	8.30
$β$	0.8668	52.60
$γ_{1}$	0.0562	1.98
$γ_{2}$	-0.0442	-0.95
$γ_{3}$	-0.0728	-1.79
$γ_{4}$	0.1153	3.31
$γ_{5}$	-0.0913	-3.67
$γ_{6}$	0.0710	2.53
$γ_{7}$	-0.0519	-1.33
$γ_{8}$	0.0507	0.87

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Bayer AG Spline-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

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