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	param	t-stat
$m$	21
$α$	0.0695	15.28
$β$	0.6823	36.73
$γ$	0.0260	4.83
$λ_{1}$	0.0057	0.95
$λ_{2}$	0.0263	2.35
$λ_{3}$	0.9717	78.33

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S&P GSCI Lead Spot Index MF2-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other S&P GSCI Lead Spot Index Analyses