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	param	t-stat
$ω$	1.2105	8.33
$α$	0.0784	8.64
$β$	0.8834	68.27
$γ_{1}$	0.0199	0.74
$γ_{2}$	0.0000	0.00
$γ_{3}$	-0.0892	-2.28
$γ_{4}$	0.1360	4.28
$γ_{5}$	-0.1159	-4.45
$γ_{6}$	0.0933	3.08
$γ_{7}$	-0.0541	-1.72
$γ_{8}$	0.0040	0.19

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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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