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	param	t-stat
$ω$	0.0116	19.02
$α$	0.0622	24.10
$β$	0.9352	624.71
$γ$	-0.0133	-3.17

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

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other S&P GSCI Agricultural Spot Index Analyses