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	param	t-stat
$m$	61
$α$	0.0967	14.14
$β$	0.7295	60.28
$γ$	0.0755	8.07
$λ_{1}$	0.0080	1.92
$λ_{2}$	0.0328	4.25
$λ_{3}$	0.9670	128.10

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Hercules LLC MF2-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Hercules LLC Analyses