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	param	t-stat
$m$	21
$α$	0.1010	14.27
$β$	0.6403	28.23
$γ$	0.0555	5.79
$λ_{1}$	0.0176	1.51
$λ_{2}$	0.0308	2.74
$λ_{3}$	0.9665	77.98

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