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	param	t-stat
$m$	66
$α$	0.0723	32.10
$β$	0.9098	252.93
$γ$	-0.0185	-8.05
$λ_{1}$	0.0018	6.17
$λ_{2}$	0.0122	7.21
$λ_{3}$	0.9869	527.46

V-Lab

S&P GSCI Grains Spot Index MF2-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

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