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	param	t-stat
$ω$	1.1076	6.88
$α$	0.0940	8.57
$β$	0.8600	64.02
$γ_{1}$	-0.0368	-0.62
$γ_{2}$	0.1357	1.44
$γ_{3}$	-0.1942	-3.22
$γ_{4}$	0.1188	2.30
$γ_{5}$	0.0360	0.71
$γ_{6}$	-0.1591	-3.37
$γ_{7}$	0.1623	3.63
$γ_{8}$	-0.0585	-1.36
$γ_{9}$	-0.0306	-0.61
$γ_{10}$	0.0375	1.02

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Volkswagen AG Zero Slope Spline-GARCH Volatility Analysis

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