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	param	t-stat
$ω$	0.0514	23.30
$α$	0.0622	16.06
$β$	0.9141	445.26
$γ$	0.0312	5.08

V-Lab

S&P GSCI All Crude Spot Index GJR-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other S&P GSCI All Crude Spot Index Analyses