G13FCF Example Program Results
Parameter Standard
estimates errors
Alpha0 6.82 1.68
Alpha1 0.00 1.00
Beta1 0.00 3.17
Gamma -0.36 1.01
DF 2.10 0.33
B0 -25.14 4.80
B1 -0.95 0.90
B2 14.41 2.08
Volatility forecast = 6.82