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	param	t-stat
$m$	41
$α$	0.8374	8,374,050.00
$β$	0.0013	12,500.00
$γ$	0.3227	3,226,890.00
$λ_{1}$	1.3181	30.62
$λ_{2}$	0.0911	26.76
$λ_{3}$	0.0011	0.03

V-Lab

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

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other S&P GSCI Softs Spot Index Analyses