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	param	t-stat
$m$	126
$α$	0.0898	18.43
$β$	0.8088	119.85
$γ$	0.1145	14.25
$λ_{1}$	0.0002	0.04
$λ_{2}$	0.0000	0.03
$λ_{3}$	0.9998	1,449.06

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Pzena Investment Management Inc MF2-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Pzena Investment Management Inc Analyses