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	param	t-stat
$ω$	0.2419	18.41
$α$	0.1021	13.39
$β$	0.8641	174.04
$γ$	0.0084	0.97

V-Lab

RBOB Gasoline GJR-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other RBOB Gasoline Analyses