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	param	t-stat
$ω$	1.2270	8.49
$α$	0.0779	8.60
$β$	0.8840	68.46
$γ_{1}$	0.0203	0.76
$γ_{2}$	0.0001	0.00
$γ_{3}$	-0.0898	-2.30
$γ_{4}$	0.1361	4.28
$γ_{5}$	-0.1160	-4.46
$γ_{6}$	0.0934	3.09
$γ_{7}$	-0.0539	-1.72
$γ_{8}$	0.0035	0.17

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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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