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	param	t-stat
$m$	21
$α$	0.1021	14.36
$β$	0.6395	27.92
$γ$	0.0533	5.57
$λ_{1}$	0.0190	1.56
$λ_{2}$	0.0312	2.72
$λ_{3}$	0.9657	75.71

V-Lab

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

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other S&P GSCI Palladium Spot Index Analyses