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	param	t-stat
$ω$	1.5208	7.79
$α$	0.1441	7.46
$β$	0.6928	17.62
$γ_{1}$	-0.0018	-0.05
$γ_{2}$	0.0765	1.61
$γ_{3}$	-0.1799	-6.23
$γ_{4}$	0.1979	7.11
$γ_{5}$	-0.1477	-4.48
$γ_{6}$	0.0785	2.18
$γ_{7}$	-0.0037	-0.10
$γ_{8}$	-0.0349	-0.91
$γ_{9}$	0.0076	0.25

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John Wiley & Sons Inc Zero Slope Spline-GARCH Volatility Analysis

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