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	param	t-stat
$m$	66
$α$	0.0289	12.72
$β$	0.7935	82.86
$γ$	0.1131	23.54
$λ_{1}$	0.0275	1.99
$λ_{2}$	0.0930	2.23
$λ_{3}$	0.8902	18.13

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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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