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{type} for {date}

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	param	t-stat
$m$	76
$α$	0.0279	3.50
$β$	0.7719	52.44
$γ$	0.1188	15.60
$λ_{1}$	3.0371	0.10
$λ_{2}$	0.5276	0.10
$λ_{3}$	0.0000	0.00

V-Lab

New Work SE MF2-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other New Work SE Analyses