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{type} for {date}

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	param	t-stat
$m$	21
$α$	0.1814	14.69
$β$	0.4016	7.90
$γ$	-0.0631	-3.47
$λ_{1}$	2.3381	0.58
$λ_{2}$	0.1523	0.61
$λ_{3}$	0.7495	2.06

V-Lab

TSR Inc MF2-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other TSR Inc Analyses