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{type} for {date}

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	param	t-stat
$m$	46
$α$	0.0764	0.56
$β$	0.0790	1.85
$γ$	-0.0015	-0.03
$λ_{1}$	0.0202	0.03
$λ_{2}$	0.0063	0.07
$λ_{3}$	0.9916	7.32

V-Lab

Clark Inc MF2-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Clark Inc Analyses