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	param	t-stat
$ω$	1.2151	5.01
$α$	0.0778	8.96
$β$	0.8940	84.89
$γ_{1}$	0.1305	4.23
$γ_{2}$	-0.2494	-5.82
$γ_{3}$	0.2171	9.00
$γ_{4}$	-0.1627	-6.71
$γ_{5}$	0.0983	3.69
$γ_{6}$	-0.0393	-1.45
$γ_{7}$	0.0036	0.17

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Morgan Stanley Zero Slope Spline-GARCH Volatility Analysis

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