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	param	t-stat
$ω$	4.3776	2.68
$α$	0.1961	6.33
$β$	0.7968	29.12
$γ_{1}$	0.0932	0.32
$γ_{2}$	-0.1172	-0.28
$γ_{3}$	0.0768	0.35
$γ_{4}$	-0.2246	-1.14
$γ_{5}$	0.3943	2.63
$γ_{6}$	-0.2603	-2.43
$γ_{7}$	-0.1432	-1.10
$γ_{8}$	0.4759	3.10
$γ_{9}$	-0.4748	-3.00
$γ_{10}$	0.1974	1.61

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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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