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	param	t-stat
$m$	106
$α$	0.1302	30.91
$β$	0.7395	158.82
$γ$	0.1416	26.16
$λ_{1}$	0.0023	5.68
$λ_{2}$	0.0727	8.63
$λ_{3}$	0.9239	101.13

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FTSE SmallCap Index MF2-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other FTSE SmallCap Index Analyses