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	param	t-stat
$m$	126
$α$	0.0534	18.76
$β$	0.8986	309.45
$γ$	0.0458	13.44
$λ_{1}$	0.0218	10.82
$λ_{2}$	0.0343	11.63
$λ_{3}$	0.9614	283.84

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