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	param	t-stat
$m$	101
$α$	0.1031	26.54
$β$	0.7831	174.18
$γ$	0.1817	28.34
$λ_{1}$	0.0014	3.52
$λ_{2}$	0.0516	3.04
$λ_{3}$	0.9338	42.02

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ICE BofA BB US High Yield Index MF2-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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