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	param	t-stat
$m$	61
$α$	0.0191	9.23
$β$	0.8611	322.38
$γ$	0.1434	44.22
$λ_{1}$	0.0016	7.73
$λ_{2}$	0.0131	13.40
$λ_{3}$	0.9860	924.04

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S&P SmallCap 600 Index MF2-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

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