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	param	t-stat
$m$	76
$α$	0.0637	20.62
$β$	0.8887	181.33
$γ$	0.0198	5.57
$λ_{1}$	0.0141	6.54
$λ_{2}$	0.0264	5.41
$λ_{3}$	0.9705	178.46

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