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	param	t-stat
$ω$	0.9974	6.05
$α$	0.1500	2.25
$β$	0.2683	1.66
$γ_{1}$	-0.0204	-0.10
$γ_{2}$	0.0139	0.04
$γ_{3}$	-0.0619	-0.21
$γ_{4}$	0.2730	1.06
$γ_{5}$	-0.4727	-1.27

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Sage Therapeutics Inc Spline-GARCH Volatility Analysis

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Parameter Estimates

News Impact Curve

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