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	param	t-stat
$m$	21
$α$	0.0263	7.71
$β$	0.9670	319.56
$γ$	0.0056	3.39
$λ_{1}$	0.1295	0.31
$λ_{2}$	0.2215	0.32
$λ_{3}$	0.0000	0.00

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Bloomberg Sterling Aggregate Bond Index Total Return Value Unhedged GBP MF2-GARCH Volatility Analysis

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News Impact Curve

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