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	param	t-stat
$m$	56
$α$	0.1032	26.39
$β$	0.8904	152.10
$γ$	-0.0883	-21.25
$λ_{1}$	0.0221	4.07
$λ_{2}$	0.0165	4.36
$λ_{3}$	0.9790	207.85

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S&P GSCI Coffee Index MF2-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other S&P GSCI Coffee Index Analyses