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	param	t-stat
$ω$	1.2329	5.82
$α$	0.0678	7.72
$β$	0.8931	70.01
$γ_{1}$	0.0096	0.29
$γ_{2}$	0.0111	0.20
$γ_{3}$	-0.0650	-1.59
$γ_{4}$	0.1258	4.03
$γ_{5}$	-0.1721	-6.02
$γ_{6}$	0.1294	4.09
$γ_{7}$	-0.0345	-1.12
$γ_{8}$	-0.0064	-0.24
$γ_{9}$	0.0335	1.26
$γ_{10}$	-0.1141	-3.07

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Israeli Shekel Spline-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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