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	param	t-stat
$ω$	1.1433	7.02
$α$	0.0966	6.09
$β$	0.7815	20.90
$γ_{1}$	-0.1786	-2.44
$γ_{2}$	0.0858	0.76
$γ_{3}$	0.3234	3.35
$γ_{4}$	-0.3921	-3.67
$γ_{5}$	0.2524	2.32
$γ_{6}$	-0.2002	-1.85
$γ_{7}$	0.1986	1.54
$γ_{8}$	-0.0794	-0.56
$γ_{9}$	0.0043	0.02
$γ_{10}$	-0.3702	-1.11

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Software AG Spline-GARCH Volatility Analysis

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