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	param	t-stat
$m$	21
$α$	0.1017	14.33
$β$	0.6408	28.11
$γ$	0.0535	5.61
$λ_{1}$	0.0185	1.55
$λ_{2}$	0.0310	2.72
$λ_{3}$	0.9660	76.64

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