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	param	t-stat
$ω$	1.3587	7.69
$α$	0.1022	10.22
$β$	0.8659	74.18
$γ_{1}$	0.0869	6.46
$γ_{2}$	-0.1377	-6.31
$γ_{3}$	0.0792	4.92
$γ_{4}$	-0.0504	-3.48
$γ_{5}$	0.0442	2.67
$γ_{6}$	-0.0319	-2.50

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

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News Impact Curve

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