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	param	t-stat
$ω$	1.3243	7.63
$α$	0.0954	10.08
$β$	0.8746	78.77
$γ_{1}$	0.0804	6.12
$γ_{2}$	-0.1283	-6.03
$γ_{3}$	0.0746	4.86
$γ_{4}$	-0.0472	-3.50
$γ_{5}$	0.0419	2.75
$γ_{6}$	-0.0312	-2.65

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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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