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{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.9905	4.35***
α ARCH Response to squared shocks	0.0622	8.99***
β GARCH Volatility persistence	0.9155	101.43***

γ₁	0.0637	1.85*
γ₂	-0.0392	-0.72
γ₃	-0.1017	-2.66***
γ₄	0.1597	4.80***
γ₅	-0.1441	-4.65***
γ₆	0.1114	3.40***
γ₇	-0.0923	-2.94***
γ₈	0.0575	2.55**

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Deutsche Bank AG Zero Slope Spline-GARCH Volatility Analysis

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