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	param	t-stat
$ω$	1.1045	6.92
$α$	0.0935	8.53
$β$	0.8601	63.81
$γ_{1}$	-0.0365	-0.61
$γ_{2}$	0.1351	1.42
$γ_{3}$	-0.1915	-3.14
$γ_{4}$	0.1115	2.14
$γ_{5}$	0.0464	0.92
$γ_{6}$	-0.1681	-3.56
$γ_{7}$	0.1670	3.73
$γ_{8}$	-0.0603	-1.36
$γ_{9}$	-0.0291	-0.56
$γ_{10}$	0.0362	0.96

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Volkswagen AG Zero Slope Spline-GARCH Volatility Analysis

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