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	param	t-stat
$m$	126
$α$	0.0534	18.75
$β$	0.8987	309.57
$γ$	0.0459	13.48
$λ_{1}$	0.0217	10.82
$λ_{2}$	0.0342	11.62
$λ_{3}$	0.9615	284.63

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