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{type} for {date}

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	param	t-stat
$m$	126
$α$	1.0000	23.37
$β$	0.0289	6.01
$γ$	-0.5000	-5.46
$λ_{1}$	10.0000	0.76
$λ_{2}$	0.0000	0.00
$λ_{3}$	0.6544	1.03

V-Lab

Penneo APS MF2-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Penneo APS Analyses