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	param	t-stat
$ω$	1.2222	6.12
$α$	0.1182	5.30
$β$	0.7855	27.96
$γ_{1}$	-0.1598	-1.94
$γ_{2}$	0.0641	0.51
$γ_{3}$	0.3132	2.91
$γ_{4}$	-0.3587	-3.00
$γ_{5}$	0.2180	1.80
$γ_{6}$	-0.1723	-1.45
$γ_{7}$	0.1570	1.14
$γ_{8}$	0.0105	0.07
$γ_{9}$	-0.2196	-1.77
$γ_{10}$	0.2270	2.46

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Software AG Zero Slope Spline-GARCH Volatility Analysis

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News Impact Curve

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