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	param	t-stat
$ω$	1.0611	4.59
$α$	0.1516	1.98
$β$	0.4397	2.11
$γ_{1}$	-7.1188	-2.43
$γ_{2}$	11.6596	2.25
$γ_{3}$	-9.2174	-1.99
$γ_{4}$	11.9767	3.00
$γ_{5}$	-12.3975	-3.79
$γ_{6}$	6.1977	2.53

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Partners Bancorp Zero Slope Spline-GARCH Volatility Analysis

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News Impact Curve

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