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	param	t-stat
$m$	126
$α$	0.0584	24.53
$β$	0.9058	326.54
$γ$	0.0204	7.72
$λ_{1}$	0.0066	12.99
$λ_{2}$	0.0622	24.99
$λ_{3}$	0.9351	344.41

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S&P GSCI Spot Index MF2-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other S&P GSCI Spot Index Analyses