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	param	t-stat
$m$	126
$α$	0.0583	24.63
$β$	0.9064	328.87
$γ$	0.0206	7.82
$λ_{1}$	0.0064	13.21
$λ_{2}$	0.0609	24.92
$λ_{3}$	0.9364	351.38

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S&P GSCI Spot Index MF2-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other S&P GSCI Spot Index Analyses