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	param	t-stat
$ω$	0.1172	20.27
$α$	0.0923	26.61
$β$	0.9169	547.08
$γ$	-0.0371	-7.49

V-Lab

S&P GSCI Natural Gas Index GJR-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other S&P GSCI Natural Gas Index Analyses