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	param	t-stat
$ω$	1.3317	8.83
$α$	0.1206	7.02
$β$	0.7047	13.76
$γ_{1}$	0.0488	2.21
$γ_{2}$	-0.1002	-3.14
$γ_{3}$	0.0937	5.16
$γ_{4}$	-0.0452	-2.78
$γ_{5}$	-0.0043	-0.36

V-Lab

NZX Ltd Zero Slope Spline-GARCH Volatility Analysis

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