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	param	t-stat
$ω$	0.1084	22.56
$α$	0.0628	13.29
$β$	0.8907	290.71
$γ$	0.0605	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