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	param	t-stat
$ω$	6.6330	8.07
$α$	0.0770	41.27
$β$	0.9883	641.37
$ν$	8.2718	5.26

V-Lab

NY Mercantile WTI Crude Oil GAS-GARCH Student T Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other NY Mercantile WTI Crude Oil Analyses