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{type} for {date}

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	param	t-stat
$m$	21
$α$	0.4858	13.97
$β$	0.2144	9.38
$γ$	-0.1711	-3.45
$λ_{1}$	0.0628	0.50
$λ_{2}$	1.0000	13.94
$λ_{3}$	0.0000	0.00

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Tucker Anthony Sutro MF2-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Tucker Anthony Sutro Analyses