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	param	t-stat
$ω$	1.4785	6.22
$α$	0.1102	10.17
$β$	0.8516	65.07
$γ_{1}$	0.0303	1.10
$γ_{2}$	0.0313	0.77
$γ_{3}$	-0.1868	-6.44
$γ_{4}$	0.2598	8.97
$γ_{5}$	-0.2433	-8.20
$γ_{6}$	0.1897	5.94
$γ_{7}$	-0.1025	-3.70
$γ_{8}$	0.0118	0.65

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US Bancorp Zero Slope Spline-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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