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	param	t-stat
$m$	26
$α$	0.0146	4.91
$β$	0.7650	122.58
$γ$	0.1970	34.96
$λ_{1}$	0.0366	4.39
$λ_{2}$	0.0818	4.62
$λ_{3}$	0.8940	39.60

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Tokyo Stock Exchange Tokyo Stock Price Index TOPIX MF2-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

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