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	param	t-stat
$ω$	2.2871	5.14
$α$	0.1872	5.57
$β$	0.7081	16.98
$γ_{1}$	0.0000	0.00
$γ_{2}$	0.0792	0.88
$γ_{3}$	-0.1109	-1.06
$γ_{4}$	-0.0002	0.00
$γ_{5}$	0.1565	1.64
$γ_{6}$	-0.2815	-3.13
$γ_{7}$	0.2899	2.93
$γ_{8}$	-0.1961	-2.28
$γ_{9}$	0.0648	1.19

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Egyptian Pound Zero Slope Spline-GARCH Volatility Analysis

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News Impact Curve

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