G13FGF Example Program Results Parameter Standard estimates errors Alpha0 0.20 0.16 Alpha1 -0.65 0.28 Alpha2 -0.40 0.21 Psi1 -0.18 0.34 Psi2 0.54 0.31 Beta1 0.43 0.19 DF 4.31 1.02 B0 29.63 0.98 B1 -9.91 0.43 B2 5.57 0.83 Volatility forecast = 1.44