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	param	t-stat
$m$	26
$α$	0.0312	7.69
$β$	0.7436	18.99
$γ$	0.0266	5.66
$λ_{1}$	0.0283	0.57
$λ_{2}$	0.0457	0.87
$λ_{3}$	0.9467	15.81

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S&P GSCI Sugar Index MF2-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other S&P GSCI Sugar Index Analyses