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	param	t-stat
$m$	21
$α$	0.0694	15.36
$β$	0.6848	37.17
$γ$	0.0260	4.85
$λ_{1}$	0.0054	0.94
$λ_{2}$	0.0262	2.39
$λ_{3}$	0.9719	80.27

V-Lab

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