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{type} for {date}

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	param	t-stat
$m$	81
$α$	0.0000	0.00
$β$	0.9441	168.63
$γ$	0.0683	11.50
$λ_{1}$	3.7532	0.03
$λ_{2}$	0.2303	0.03
$λ_{3}$	0.0000	0.00

V-Lab

QAD Inc MF2-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other QAD Inc Analyses