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{type} for {date}

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	param	t-stat
$m$	66
$α$	0.1541	22.33
$β$	0.5739	31.68
$γ$	0.1173	8.16
$λ_{1}$	0.0244	1.70
$λ_{2}$	0.0146	3.66
$λ_{3}$	0.9844	183.31

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