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	param	t-stat
$m$	126
$α$	0.0586	24.52
$β$	0.9056	325.16
$γ$	0.0202	7.62
$λ_{1}$	0.0066	12.92
$λ_{2}$	0.0626	24.99
$λ_{3}$	0.9346	341.85

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S&P GSCI Spot Index MF2-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other S&P GSCI Spot Index Analyses