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	param	t-stat
$m$	21
$α$	0.0687	18.40
$β$	0.8573	71.22
$γ$	-0.0650	-13.76
$λ_{1}$	0.0220	0.79
$λ_{2}$	0.0130	1.32
$λ_{3}$	0.9820	70.69

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ICE US Coffee Arabica MF2-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

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