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	param	t-stat
$ω$	1.1654	11.44
$α$	0.0518	34.87
$β$	0.9904	1,081.22
$ν$	10.2076	3.94

V-Lab

S&P GSCI Agricultural Spot Index GAS-GARCH Student T Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other S&P GSCI Agricultural Spot Index Analyses