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	param	t-stat
$m$	126
$α$	0.1119	14.93
$β$	0.8184	152.00
$γ$	0.0440	5.11
$λ_{1}$	0.0035	3.98
$λ_{2}$	0.0097	5.97
$λ_{3}$	0.9888	452.13

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S&P / Hong Kong GEM Index MF2-GARCH Volatility Analysis

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News Impact Curve

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Parameter Estimates

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