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	param	t-stat
$m$	126
$α$	0.0603	21.92
$β$	0.9559	426.15
$γ$	-0.0345	-13.10
$λ_{1}$	0.0011	39.85
$λ_{2}$	0.0000	0.11
$λ_{3}$	0.9998	10,751.05

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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