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	param	t-stat
$m$	56
$α$	0.0713	33.74
$β$	0.8932	234.87
$γ$	0.0099	3.91
$λ_{1}$	0.0018	7.56
$λ_{2}$	0.0113	8.83
$λ_{3}$	0.9881	705.77

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S&P GSCI Corn Index MF2-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other S&P GSCI Corn Index Analyses