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	param	t-stat
$m$	61
$α$	0.0198	9.54
$β$	0.8608	321.06
$γ$	0.1426	43.81
$λ_{1}$	0.0015	7.69
$λ_{2}$	0.0130	13.41
$λ_{3}$	0.9861	933.79

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S&P SmallCap 600 Index MF2-GARCH Volatility Analysis

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Parameter Estimates

News Impact Curve

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Other S&P SmallCap 600 Index Analyses