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	param	t-stat
$m$	21
$α$	0.0377	13.82
$β$	0.8102	54.72
$γ$	0.0571	10.71
$λ_{1}$	0.0106	2.35
$λ_{2}$	0.0289	3.33
$λ_{3}$	0.9658	93.64

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S&P GSCI Copper Spot Index MF2-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other S&P GSCI Copper Spot Index Analyses