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	param	t-stat
$ω$	1.3697	7.76
$α$	0.1021	10.23
$β$	0.8662	74.47
$γ_{1}$	0.0871	6.54
$γ_{2}$	-0.1379	-6.38
$γ_{3}$	0.0791	4.94
$γ_{4}$	-0.0502	-3.48
$γ_{5}$	0.0442	2.69
$γ_{6}$	-0.0324	-2.55

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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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