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	param	t-stat
$m$	126
$α$	0.0601	21.64
$β$	0.9560	422.82
$γ$	-0.0343	-13.00
$λ_{1}$	0.0011	40.07
$λ_{2}$	0.0000	0.10
$λ_{3}$	0.9999	10,415.10

V-Lab

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

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other S&P GSCI Gold Spot Index Analyses