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	param	t-stat
$m$	76
$α$	0.0631	20.63
$β$	0.8904	185.23
$γ$	0.0203	5.77
$λ_{1}$	0.0136	6.69
$λ_{2}$	0.0258	5.47
$λ_{3}$	0.9712	185.20

V-Lab

S&P GSCI Heating Oil Index MF2-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other S&P GSCI Heating Oil Index Analyses