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	param	t-stat
$ω$	0.0525	23.48
$α$	0.0618	15.90
$β$	0.9136	439.22
$γ$	0.0323	5.20

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