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	param	t-stat
$ω$	4.4162	2.68
$α$	0.1983	6.35
$β$	0.7946	28.90
$γ_{1}$	0.0937	0.32
$γ_{2}$	-0.1172	-0.28
$γ_{3}$	0.0777	0.35
$γ_{4}$	-0.2289	-1.13
$γ_{5}$	0.3951	2.57
$γ_{6}$	-0.2494	-2.18
$γ_{7}$	-0.1613	-1.15
$γ_{8}$	0.4857	3.00
$γ_{9}$	-0.4626	-2.85
$γ_{10}$	0.1749	1.42

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Hong Kong Dollar Zero Slope Spline-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

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