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	param	t-stat
$m$	76
$α$	0.0642	20.71
$β$	0.8880	180.10
$γ$	0.0191	5.36
$λ_{1}$	0.0143	6.53
$λ_{2}$	0.0264	5.42
$λ_{3}$	0.9704	178.72

V-Lab

S&P GSCI Heating Oil Index MF2-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other S&P GSCI Heating Oil Index Analyses