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	param	t-stat
$m$	126
$α$	0.0533	18.77
$β$	0.8989	310.29
$γ$	0.0461	13.55
$λ_{1}$	0.0214	10.84
$λ_{2}$	0.0339	11.62
$λ_{3}$	0.9618	286.94

V-Lab

S&P GSCI All Crude Spot Index MF2-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other S&P GSCI All Crude Spot Index Analyses