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	param	t-stat
$ω$	1.2362	8.58
$α$	0.0786	8.61
$β$	0.8825	67.29
$γ_{1}$	0.0213	0.79
$γ_{2}$	0.0000	0.00
$γ_{3}$	-0.0921	-2.34
$γ_{4}$	0.1384	4.37
$γ_{5}$	-0.1171	-4.47
$γ_{6}$	0.0922	3.02
$γ_{7}$	-0.0505	-1.62
$γ_{8}$	0.0007	0.03

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Home Depot Inc/The Zero Slope Spline-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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