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	param	t-stat
$m$	21
$α$	0.1009	14.23
$β$	0.6395	28.11
$γ$	0.0559	5.82
$λ_{1}$	0.0175	1.50
$λ_{2}$	0.0309	2.73
$λ_{3}$	0.9665	77.75

V-Lab

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

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other S&P GSCI Palladium Spot Index Analyses