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	param	t-stat
$ω$	0.0137	21.08
$α$	0.0247	14.02
$β$	0.9391	622.35
$γ$	0.0379	9.66

V-Lab

S&P GSCI Livestock Spot Index GJR-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other S&P GSCI Livestock Spot Index Analyses