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	param	t-stat
$ω$	1.1005	6.90
$α$	0.0936	8.52
$β$	0.8598	63.57
$γ_{1}$	-0.0371	-0.62
$γ_{2}$	0.1358	1.42
$γ_{3}$	-0.1905	-3.11
$γ_{4}$	0.1085	2.07
$γ_{5}$	0.0506	1.00
$γ_{6}$	-0.1719	-3.64
$γ_{7}$	0.1693	3.78
$γ_{8}$	-0.0620	-1.38
$γ_{9}$	-0.0267	-0.51
$γ_{10}$	0.0340	0.90

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Volkswagen AG Zero Slope Spline-GARCH Volatility Analysis

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