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	param	t-stat
$ω$	1.1565	7.30
$α$	0.0925	8.59
$β$	0.8627	65.84
$γ_{1}$	-0.0310	-0.52
$γ_{2}$	0.1307	1.39
$γ_{3}$	-0.1972	-3.29
$γ_{4}$	0.1231	2.39
$γ_{5}$	0.0328	0.65
$γ_{6}$	-0.1578	-3.35
$γ_{7}$	0.1615	3.61
$γ_{8}$	-0.0560	-1.30
$γ_{9}$	-0.0351	-0.70
$γ_{10}$	0.0413	1.11

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Volkswagen AG Zero Slope Spline-GARCH Volatility Analysis

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