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	param	t-stat
$m$	31
$α$	0.3559	40.16
$β$	0.1106	5.88
$γ$	-0.1874	-12.47
$λ_{1}$	1.3330	0.64
$λ_{2}$	1.0000	0.76
$λ_{3}$	0.0000	0.00

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First California Financial Group Inc MF2-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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