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	param	t-stat
$m$	76
$α$	0.0586	19.85
$β$	0.8430	194.77
$γ$	0.0714	16.69
$λ_{1}$	0.2794	10.27
$λ_{2}$	0.9618	120.99
$λ_{3}$	0.0000	0.00

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Pennsylvania Real Estate Investment Trust MF2-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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