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	param	t-stat
$ω$	1.0519	5.75
$α$	0.0788	8.54
$β$	0.8930	79.86
$γ_{1}$	0.0346	0.86
$γ_{2}$	-0.0372	-0.57
$γ_{3}$	-0.0671	-1.53
$γ_{4}$	0.1991	6.28
$γ_{5}$	-0.2454	-8.51
$γ_{6}$	0.1828	6.07
$γ_{7}$	-0.0826	-2.88
$γ_{8}$	0.0128	0.60

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Citigroup Inc Zero Slope Spline-GARCH Volatility Analysis

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