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	param	t-stat
$m$	126
$α$	0.0532	18.77
$β$	0.8991	310.99
$γ$	0.0463	13.63
$λ_{1}$	0.0212	10.84
$λ_{2}$	0.0337	11.60
$λ_{3}$	0.9621	288.66

V-Lab

S&P GSCI All Crude Spot Index MF2-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other S&P GSCI All Crude Spot Index Analyses