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	param	t-stat
$m$	76
$α$	0.0640	20.68
$β$	0.8880	180.20
$γ$	0.0194	5.46
$λ_{1}$	0.0143	6.50
$λ_{2}$	0.0266	5.39
$λ_{3}$	0.9702	176.47

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