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	param	t-stat
$ω$	4.3799	2.66
$α$	0.1975	6.33
$β$	0.7953	28.96
$γ_{1}$	0.0935	0.32
$γ_{2}$	-0.1170	-0.28
$γ_{3}$	0.0775	0.35
$γ_{4}$	-0.2283	-1.14
$γ_{5}$	0.3955	2.59
$γ_{6}$	-0.2526	-2.25
$γ_{7}$	-0.1562	-1.13
$γ_{8}$	0.4826	3.03
$γ_{9}$	-0.4650	-2.89
$γ_{10}$	0.1801	1.47

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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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