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	param	t-stat
$m$	76
$α$	0.0641	18.09
$β$	0.8970	209.97
$γ$	-0.0404	-17.10
$λ_{1}$	0.3584	0.16
$λ_{2}$	0.7955	0.16
$λ_{3}$	0.0826	0.01

V-Lab

S&P GSCI Wheat Index MF2-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other S&P GSCI Wheat Index Analyses