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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.2245	6.78***
α ARCH Response to squared shocks	0.0757	6.06***
β GARCH Volatility persistence	0.8027	26.39***

γ₁	-0.0658	-2.58**
γ₂	0.0665	1.67*
γ₃	-0.0221	-0.60
γ₄	0.0817	1.96**
γ₅	-0.1146	-2.65***
γ₆	0.0800	1.79*
γ₇	-0.0154	-0.32
γ₈	-0.0079	-0.18
γ₉	-0.0114	-0.43

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Exponent Inc Zero Slope Spline-GARCH Volatility Analysis

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