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	param	t-stat
$ω$	1.3562	7.69
$α$	0.1020	10.21
$β$	0.8660	74.17
$γ_{1}$	0.0867	6.48
$γ_{2}$	-0.1375	-6.34
$γ_{3}$	0.0790	4.93
$γ_{4}$	-0.0500	-3.47
$γ_{5}$	0.0435	2.65
$γ_{6}$	-0.0314	-2.47

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S&P 500 Index Zero Slope Spline-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

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