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	param	t-stat
$ω$	0.2430	18.43
$α$	0.1025	13.42
$β$	0.8637	173.82
$γ$	0.0080	0.92

V-Lab

RBOB Gasoline GJR-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other RBOB Gasoline Analyses