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	param	t-stat
$ω$	1.3295	7.62
$α$	0.0958	10.07
$β$	0.8744	78.56
$γ_{1}$	0.0816	6.10
$γ_{2}$	-0.1301	-6.01
$γ_{3}$	0.0758	4.89
$γ_{4}$	-0.0486	-3.54
$γ_{5}$	0.0431	2.78
$γ_{6}$	-0.0315	-2.64

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MSCI USA Zero Slope Spline-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

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