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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.3558	7.70***
α ARCH Response to squared shocks	0.1018	10.22***
β GARCH Volatility persistence	0.8663	74.43***

γ₁	0.0860	6.48***
γ₂	-0.1363	-6.33***
γ₃	0.0782	4.89***
γ₄	-0.0494	-3.45***
γ₅	0.0434	2.66***
γ₆	-0.0319	-2.52**

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

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