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	param	t-stat
$m$	66
$α$	0.0286	12.66
$β$	0.7921	82.50
$γ$	0.1131	23.61
$λ_{1}$	0.0288	1.95
$λ_{2}$	0.0976	2.20
$λ_{3}$	0.8849	16.95

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Procter & Gamble Co/The MF2-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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