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	param	t-stat
$m$	21
$α$	0.2426	8.66
$β$	0.1654	4.78
$γ$	-0.1484	-4.99
$λ_{1}$	2.1651	0.56
$λ_{2}$	0.4715	0.56
$λ_{3}$	0.3267	0.27

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Seshasayee Paper&B MF2-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Seshasayee Paper&B Analyses