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	param	t-stat
$ω$	0.1087	22.55
$α$	0.0629	13.26
$β$	0.8905	290.08
$γ$	0.0606	6.87

V-Lab

NY Mercantile WTI Crude Oil GJR-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other NY Mercantile WTI Crude Oil Analyses