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{type} for {date}

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	param	t-stat
$m$	26
$α$	0.2103	22.61
$β$	0.6150	44.89
$γ$	0.0483	3.34
$λ_{1}$	0.0139	4.47
$λ_{2}$	0.0431	8.71
$λ_{3}$	0.9556	178.61

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Cambridge Bancorp MF2-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Cambridge Bancorp Analyses