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	param	t-stat
$m$	126
$α$	0.0530	18.83
$β$	0.8995	313.41
$γ$	0.0467	13.83
$λ_{1}$	0.0207	10.87
$λ_{2}$	0.0333	11.59
$λ_{3}$	0.9626	292.24

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