G13FAF Example Program Results
Parameter Standard
estimates errors
Alpha0 0.00 0.06
Alpha1 0.11 0.13
Beta1 0.66 0.23
Gamma -0.62 0.62
DF 6.25 4.70
B0 3.85 24.11
B1 1.48 1.82
B2 2.15 10.16
Volatility forecast = 0.09