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	param	t-stat
$m$	31
$α$	0.3353	20.88
$β$	0.4599	16.35
$γ$	-0.1584	-8.86
$λ_{1}$	0.1290	1.76
$λ_{2}$	0.3332	2.06
$λ_{3}$	0.6668	4.10

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Citizens South Banking Corp MF2-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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