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	param	t-stat
$ω$	1.3633	4.44
$α$	0.1409	9.66
$β$	0.8234	52.73
$γ_{1}$	-0.1102	-1.62
$γ_{2}$	0.3244	2.92
$γ_{3}$	-0.4551	-5.07
$γ_{4}$	0.3439	4.78
$γ_{5}$	-0.0940	-1.76
$γ_{6}$	-0.0215	-0.46
$γ_{7}$	0.0282	0.61
$γ_{8}$	-0.0128	-0.29
$γ_{9}$	-0.0132	-0.44

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Dynex Capital Inc Zero Slope Spline-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

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