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	param	t-stat
$m$	126
$α$	0.0584	24.54
$β$	0.9058	326.07
$γ$	0.0205	7.75
$λ_{1}$	0.0065	13.03
$λ_{2}$	0.0620	25.00
$λ_{3}$	0.9353	345.63

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S&P GSCI Spot Index MF2-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other S&P GSCI Spot Index Analyses