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	param	t-stat
$m$	61
$α$	0.0195	9.43
$β$	0.8610	321.74
$γ$	0.1428	43.93
$λ_{1}$	0.0015	7.69
$λ_{2}$	0.0129	13.43
$λ_{3}$	0.9861	937.38

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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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