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	param	t-stat
$m$	121
$α$	0.4091	41.30
$β$	0.5433	31.81
$γ$	-0.4091	-27.29
$λ_{1}$	2.3466	0.00
$λ_{2}$	0.0000	0.00
$λ_{3}$	0.0000	0.00

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Roundhill S&P Global Luxury MF2-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Roundhill S&P Global Luxury Analyses