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	param	t-stat
$ω$	2.2691	5.09
$α$	0.1863	5.49
$β$	0.7076	16.76
$γ_{1}$	0.0007	0.01
$γ_{2}$	0.0786	0.90
$γ_{3}$	-0.1151	-1.13
$γ_{4}$	0.0130	0.12
$γ_{5}$	0.1370	1.40
$γ_{6}$	-0.2659	-3.01
$γ_{7}$	0.2862	2.95
$γ_{8}$	-0.2020	-2.35
$γ_{9}$	0.0712	1.29

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Egyptian Pound Zero Slope Spline-GARCH Volatility Analysis

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News Impact Curve

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