G13FGF Example Program Results Parameter Standard estimates errors Alpha0 0.17 0.19 Alpha1 -0.65 0.23 Alpha2 -0.44 0.24 Psi1 -0.06 0.22 Psi2 0.35 0.25 Beta1 0.42 0.17 DF 5.59 3.75 B0 128.75 42.09 B1 -51.74 17.78 B2 13.01 3.40 Volatility forecast = 1.34