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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.3774	7.85***
α ARCH Response to squared shocks	0.1016	10.22***
β GARCH Volatility persistence	0.8665	74.55***

γ₁	0.0873	6.62***
γ₂	-0.1380	-6.43***
γ₃	0.0788	4.94***
γ₄	-0.0494	-3.45***
γ₅	0.0430	2.64***
γ₆	-0.0315	-2.49**

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

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