G13FEF Example Program Results Parameter Standard estimates errors Alpha0 0.08 0.12 Alpha1 0.00 0.85 Beta1 0.67 0.19 Gamma 0.35 0.63 DF 5.03 5.13 B0 50.22 3.33 B1 -18.48 1.43 B2 6.45 0.54 Volatility forecast = 0.61