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	param	t-stat
$m$	76
$α$	0.0000	0.00
$β$	0.8540	253.70
$γ$	0.1913	47.63
$λ_{1}$	0.0227	7.24
$λ_{2}$	0.1091	8.78
$λ_{3}$	0.8678	57.08

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Russell 1000 Value Index MF2-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Russell 1000 Value Index Analyses