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	param	t-stat
$m$	26
$α$	0.0145	4.90
$β$	0.7656	123.17
$γ$	0.1966	35.01
$λ_{1}$	0.0363	4.40
$λ_{2}$	0.0818	4.63
$λ_{3}$	0.8943	39.85

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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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