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	param	t-stat
$m$	21
$α$	0.1027	14.43
$β$	0.6416	28.42
$γ$	0.0533	5.57
$λ_{1}$	0.0175	1.53
$λ_{2}$	0.0309	2.77
$λ_{3}$	0.9664	78.75

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