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	param	t-stat
$m$	66
$α$	0.1743	14.65
$β$	0.7089	44.16
$γ$	-0.0374	-2.32
$λ_{1}$	10.0000	0.18
$λ_{2}$	0.5693	0.18
$λ_{3}$	0.1095	0.02

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Tetraphase Pharmaceuticals Inc MF2-GARCH Volatility Analysis

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Parameter Estimates

News Impact Curve

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