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	param	t-stat
$ω$	0.6279	3.35
$α$	0.0940	7.10
$β$	0.8174	34.99
$γ_{1}$	0.0178	0.32
$γ_{2}$	-0.1176	-1.54
$γ_{3}$	0.2466	5.14
$γ_{4}$	-0.2751	-6.29
$γ_{5}$	0.1481	2.94
$γ_{6}$	0.0217	0.46
$γ_{7}$	-0.0550	-1.56
$γ_{8}$	0.0105	0.42

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Moody's Corp Zero Slope Spline-GARCH Volatility Analysis

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