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	param	t-stat
$ω$	1.1067	6.92
$α$	0.0930	8.54
$β$	0.8610	64.40
$γ_{1}$	-0.0362	-0.60
$γ_{2}$	0.1349	1.42
$γ_{3}$	-0.1924	-3.16
$γ_{4}$	0.1140	2.19
$γ_{5}$	0.0429	0.85
$γ_{6}$	-0.1652	-3.49
$γ_{7}$	0.1655	3.69
$γ_{8}$	-0.0598	-1.36
$γ_{9}$	-0.0294	-0.57
$γ_{10}$	0.0363	0.97

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Volkswagen AG Zero Slope Spline-GARCH Volatility Analysis

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