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	param	t-stat
$m$	21
$α$	0.0688	15.24
$β$	0.6858	37.14
$γ$	0.0264	4.93
$λ_{1}$	0.0054	0.94
$λ_{2}$	0.0261	2.38
$λ_{3}$	0.9720	80.14

V-Lab

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

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other S&P GSCI Lead Spot Index Analyses