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	param	t-stat
$ω$	1.2094	8.39
$α$	0.0795	8.69
$β$	0.8808	67.78
$γ_{1}$	0.0191	0.71
$γ_{2}$	0.0028	0.06
$γ_{3}$	-0.0936	-2.41
$γ_{4}$	0.1407	4.47
$γ_{5}$	-0.1188	-4.58
$γ_{6}$	0.0914	2.99
$γ_{7}$	-0.0419	-1.20
$γ_{8}$	-0.0360	-0.69

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Home Depot Inc/The Spline-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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