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	param	t-stat
$ω$	1.3600	7.69
$α$	0.1021	10.22
$β$	0.8662	74.33
$γ_{1}$	0.0874	6.45
$γ_{2}$	-0.1384	-6.30
$γ_{3}$	0.0797	4.93
$γ_{4}$	-0.0512	-3.51
$γ_{5}$	0.0452	2.71
$γ_{6}$	-0.0326	-2.54

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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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