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	param	t-stat
$ω$	0.0017	5.60
$α$	0.1184	38.02
$β$	0.9938	2,349.36
$γ$	-0.0049	-1.80

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S&P GSCI Light Energy Spot Index EGARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

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Other S&P GSCI Light Energy Spot Index Analyses