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	param	t-stat
$m$	61
$α$	0.0192	9.29
$β$	0.8610	321.99
$γ$	0.1432	44.16
$λ_{1}$	0.0016	7.75
$λ_{2}$	0.0131	13.40
$λ_{3}$	0.9859	922.28

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S&P SmallCap 600 Index MF2-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other S&P SmallCap 600 Index Analyses