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	param	t-stat
$m$	101
$α$	0.1022	26.49
$β$	0.7838	176.10
$γ$	0.1821	28.81
$λ_{1}$	0.0014	3.56
$λ_{2}$	0.0516	3.09
$λ_{3}$	0.9338	42.64

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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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