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	param	t-stat
$m$	66
$α$	0.0203	11.40
$β$	0.8902	160.48
$γ$	0.0941	23.44
$λ_{1}$	0.0118	3.07
$λ_{2}$	0.0158	3.65
$λ_{3}$	0.9809	176.14

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Goldman Sachs Group Inc/The MF2-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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