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	param	t-stat
$m$	126
$α$	0.0584	21.67
$β$	0.9563	442.14
$γ$	-0.0331	-12.16
$λ_{1}$	0.0007	28.58
$λ_{2}$	0.0000	0.14
$λ_{3}$	0.9999	14,283.77

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S&P GSCI Precious Metals Spot Index MF2-GARCH Volatility Analysis

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News Impact Curve

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