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	param	t-stat
$m$	66
$α$	0.0287	12.65
$β$	0.7926	82.66
$γ$	0.1135	23.60
$λ_{1}$	0.0281	1.97
$λ_{2}$	0.0949	2.22
$λ_{3}$	0.8879	17.61

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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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